Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694033.7857 | 745177.6831 | -51143.8975 | 259437.4256 | 971229.0773 | -711791.6517 |
Total P&L (%) | 694.0338 | 745.1777 | -51.1439 | 259.4374 | 971.2291 | -711.7917 |
Avg Daily Profit (%) | 0.3211 | 0.3447 | -0.0237 | 0.0592 | 0.1098 | 0 |
Buy And Hold Return (%) | 259.1885 | 259.1885 | 259.1885 | 259.1885 | 259.1885 | 259.1885 |
Max Trade Drawdown | -229539 | -184463 | -145312 | -1507461 | -644867 | -1076475 |
Profit Factor | 1.857 | 2.9138 | 0.8784 | 1.0886 | 1.7591 | 0.5681 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 38.3721 | 41.8605 | 34.8837 | 38.3721 | 41.8605 | 34.8837 |
Ratio Avg Win / Avg Loss | 2.9824 | 4.047 | 1.6396 | 1.7484 | 2.4432 | 1.0604 |
Largest Winning Trade | 255204 | 255204 | 69139 | 361197 | 361197 | 287084 |
Largest Losing Trade | -38093 | -30813 | -38093 | -390467 | -250183 | -390467 |
Avg Bars in Trades | 97 | 100 | 94 | 97 | 100 | 94 |
Avg Bars in Winners | 166 | 168 | 163 | 166 | 168 | 163 |
Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
Bars Traded | 8379 | 4326 | 4053 | 8379 | 4326 | 4053 |
Profit Streak | 0 | 175.5802 | 0 | 0 | 175.5802 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 176642 | 340958 | -583827 | -405573 | -47302 | -584939 |
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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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