Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179152.4257 | 217264.18 | -38111.7542 | -914962.6093 | -367517.8579 | -547444.7514 |
Total P&L (%) | 179.1524 | 217.2642 | -38.1118 | -914.9626 | -367.5179 | -547.4448 |
Avg Daily Profit (%) | 0.1443 | 0.175 | -0.0307 | 0 | 0 | 0 |
Buy And Hold Return (%) | 19.2338 | 19.2338 | 19.2338 | 19.2338 | 19.2338 | 19.2338 |
Max Trade Drawdown | -80576 | -49139 | -81722 | -781649 | -378493 | -442098 |
Profit Factor | 1.3375 | 2.5526 | 0.9025 | 0.4697 | 0.5183 | 0.4311 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 60 | 30 | 30 | 18 | 9 | 9 |
Losing Trades | 19 | 9 | 10 | 61 | 30 | 31 |
Profitability (%) | 75.9494 | 76.9231 | 75 | 22.7848 | 23.0769 | 22.5 |
Ratio Avg Win / Avg Loss | 0.4235 | 0.7658 | 0.3008 | 1.5916 | 1.7276 | 1.485 |
Largest Winning Trade | 31095 | 31095 | 25328 | 233335 | 233335 | 138198 |
Largest Losing Trade | -199434 | -37996 | -199434 | -199434 | -131662 | -199434 |
Avg Bars in Trades | 89 | 100 | 78 | 89 | 100 | 78 |
Avg Bars in Winners | 55 | 67 | 43 | 190 | 206 | 174 |
Avg Bars in Losers | 194 | 206 | 183 | 59 | 67 | 50 |
Bars Traded | 7041 | 3900 | 3141 | 7041 | 3900 | 3141 |
Profit Streak | 33.7689 | 83.6022 | 33.7689 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27889 | 517394 | -576515 | -648855 | -616270 | -619916 |
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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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