Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416413.0091 | 349315.1991 | 67097.81 | 223810.8095 | 737640.1622 | -513829.3528 |
Total P&L (%) | 416.413 | 349.3152 | 67.0978 | 223.8108 | 737.6402 | -513.8294 |
Avg Daily Profit (%) | 0.2269 | 0.1903 | 0.0366 | 0.064 | 0.1159 | 0 |
Buy And Hold Return (%) | 119.6359 | 119.6359 | 119.6359 | 119.6359 | 119.6359 | 119.6359 |
Max Trade Drawdown | -135033 | -78922 | -113371 | -1418651 | -741498 | -882641 |
Profit Factor | 1.767 | 2.4597 | 1.221 | 1.0926 | 1.7715 | 0.6482 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 73.1707 | 73.1707 | 73.1707 | 73.1707 | 73.1707 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.6479 | 0.9019 | 0.4477 | 0.4006 | 0.6495 | 0.2377 |
Largest Winning Trade | 77881 | 77881 | 33614 | 537390 | 537390 | 100338 |
Largest Losing Trade | -64417 | -55844 | -64417 | -567568 | -528956 | -567568 |
Avg Bars in Trades | 62 | 67 | 56 | 62 | 67 | 56 |
Avg Bars in Winners | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Losers | 97 | 118 | 77 | 97 | 118 | 77 |
Bars Traded | 5092 | 2766 | 2326 | 5092 | 2766 | 2326 |
Profit Streak | 64.3216 | 107.3216 | 64.3216 | 64.3216 | 107.3216 | 64.3216 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 43789 | 383731 | -308305 | -240013 | -33473 | -577179 |
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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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