Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329325.5969 | 530798.9651 | -201473.3682 | -59857.7785 | -458447.5788 | 398589.8003 |
Total P&L (%) | 329.3256 | 530.799 | -201.4734 | -59.8578 | -458.4476 | 398.5898 |
Avg Daily Profit (%) | 0.1835 | 0.2957 | -0.1122 | -0.0508 | 0 | 0.0895 |
Buy And Hold Return (%) | 257.9472 | 257.9472 | 257.9472 | 257.9472 | 257.9472 | 257.9472 |
Max Trade Drawdown | -313735 | -134203 | -358908 | -978366 | -658582 | -436966 |
Profit Factor | 1.3539 | 2.321 | 0.619 | 0.9538 | 0.4084 | 1.7676 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 23 | 27 | 44 | 19 | 25 |
Losing Trades | 30 | 17 | 13 | 36 | 21 | 15 |
Profitability (%) | 62.5 | 57.5 | 67.5 | 55 | 47.5 | 62.5 |
Ratio Avg Win / Avg Loss | 0.8123 | 1.7155 | 0.298 | 0.7803 | 0.4514 | 1.0606 |
Largest Winning Trade | 246629 | 246629 | 29961 | 789927 | 170271 | 789927 |
Largest Losing Trade | -215830 | -66171 | -215830 | -250572 | -250572 | -150188 |
Avg Bars in Trades | 42 | 53 | 32 | 42 | 53 | 32 |
Avg Bars in Winners | 29 | 35 | 23 | 30 | 38 | 24 |
Avg Bars in Losers | 65 | 78 | 49 | 58 | 67 | 45 |
Bars Traded | 3430 | 2150 | 1280 | 3430 | 2150 | 1280 |
Profit Streak | 54.3241 | 54.3241 | 70.3241 | 54.3241 | 54.3241 | 70.3241 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93768 | 330395 | -577103 | -602334 | -580316 | -78066 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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