Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205484.4415 | 213556.4923 | -8072.0508 | 89601.8211 | 104586.2647 | -14984.4436 |
Total P&L (%) | 205.4844 | 213.5565 | -8.0721 | 89.6018 | 104.5863 | -14.9844 |
Avg Daily Profit (%) | 0.3945 | 0.41 | -0.0155 | 0.1229 | 0.1375 | -0.0312 |
Buy And Hold Return (%) | 82.6607 | 82.6607 | 82.6607 | 82.6607 | 82.6607 | 82.6607 |
Max Trade Drawdown | -93212 | -76371 | -18942 | -193823 | -160831 | -32991 |
Profit Factor | 1.7988 | 1.9562 | 0.7619 | 1.2527 | 1.3445 | 0.7059 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 48.1481 | 50 | 46.3415 | 48.1481 | 50 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.9372 | 1.9562 | 0.8822 | 1.3491 | 1.3445 | 0.8173 |
Largest Winning Trade | 177435 | 177435 | 5411 | 142539 | 142539 | 7230 |
Largest Losing Trade | -29650 | -29650 | -7845 | -56055 | -56055 | -16928 |
Avg Bars in Trades | 297 | 595 | 8 | 297 | 595 | 8 |
Avg Bars in Winners | 198 | 380 | 6 | 198 | 380 | 6 |
Avg Bars in Losers | 390 | 810 | 9 | 390 | 810 | 9 |
Bars Traded | 24136 | 23804 | 332 | 24136 | 23804 | 332 |
Profit Streak | 30.0492 | 30.0492 | 34.2784 | 30.0492 | 30.0492 | 34.2784 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7054 | 347404 | -581462 | -184886 | -92330 | -581462 |
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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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