Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671266.1563 | 788705.997 | -117439.8407 | -58503.6171 | 101282.5716 | -159786.1887 |
Total P&L (%) | 671.2662 | 788.706 | -117.4398 | -58.5036 | 101.2826 | -159.7862 |
Avg Daily Profit (%) | 0.3087 | 0.3627 | -0.054 | -0.0404 | 0.0322 | 0 |
Buy And Hold Return (%) | 340.5875 | 340.5875 | 340.5875 | 340.5875 | 340.5875 | 340.5875 |
Max Trade Drawdown | -189984 | -132036 | -213012 | -134419 | -51028 | -181690 |
Profit Factor | 1.8946 | 3.6848 | 0.7428 | 0.8646 | 1.7981 | 0.4765 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45.679 | 43.9024 | 47.5 | 45.679 | 43.9024 | 47.5 |
Ratio Avg Win / Avg Loss | 2.253 | 4.7084 | 0.821 | 1.0282 | 2.2975 | 0.5266 |
Largest Winning Trade | 473202 | 473202 | 60227 | 85696 | 85696 | 35021 |
Largest Losing Trade | -76925 | -29045 | -76925 | -81843 | -18065 | -81843 |
Avg Bars in Trades | 51 | 44 | 58 | 51 | 44 | 58 |
Avg Bars in Winners | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Losers | 30 | 19 | 42 | 30 | 19 | 42 |
Bars Traded | 4179 | 1829 | 2350 | 4179 | 1829 | 2350 |
Profit Streak | 48.7029 | 48.7029 | 52.7029 | 48.7029 | 48.7029 | 52.7029 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11487 | 349255 | -581158 | -596079 | -314046 | -581158 |
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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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