Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346901.6358 | 394556.4603 | -47654.8245 | -14034.214 | 39605.7303 | -53639.9443 |
Total P&L (%) | 346.9016 | 394.5565 | -47.6548 | -14.0342 | 39.6057 | -53.6399 |
Avg Daily Profit (%) | 0.1884 | 0.2143 | -0.0259 | -0.0082 | 0.0181 | -0.0417 |
Buy And Hold Return (%) | 142.6978 | 142.6978 | 142.6978 | 142.6978 | 142.6978 | 142.6978 |
Max Trade Drawdown | -222016 | -127040 | -134125 | -544507 | -439574 | -296371 |
Profit Factor | 1.9312 | 3.3256 | 0.7651 | 0.9857 | 1.0821 | 0.8925 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 44.186 | 42.8571 | 43.5294 | 44.186 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.5053 | 4.2008 | 1.0202 | 1.2787 | 1.3669 | 1.19 |
Largest Winning Trade | 466040 | 466040 | 31732 | 405636 | 405636 | 136467 |
Largest Losing Trade | -45150 | -27388 | -45150 | -203664 | -134791 | -203664 |
Avg Bars in Trades | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Winners | 90 | 87 | 92 | 90 | 87 | 92 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 5282 | 2563 | 2719 | 5282 | 2563 | 2719 |
Profit Streak | 124.7802 | 124.7802 | 125.4469 | 124.7802 | 124.7802 | 125.4469 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 210375 | 328962 | -581279 | -580441 | -466288 | -581279 |
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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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