Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397028.095 | 538570.3655 | -141542.2706 | -87164.6904 | 50894.264 | -138058.9544 |
Total P&L (%) | 397.0281 | 538.5704 | -141.5423 | -87.1647 | 50.8943 | -138.059 |
Avg Daily Profit (%) | 0.2165 | 0.2937 | -0.0772 | -0.1119 | 0.0224 | 0 |
Buy And Hold Return (%) | 109.7659 | 109.7659 | 109.7659 | 109.7659 | 109.7659 | 109.7659 |
Max Trade Drawdown | -391618 | -231796 | -202770 | -567827 | -431073 | -152107 |
Profit Factor | 1.6397 | 2.7257 | 0.5413 | 0.8791 | 1.1145 | 0.5002 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 43.038 | 37.5 | 48.7179 | 43.038 | 37.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.1702 | 4.5429 | 0.5698 | 1.1635 | 1.8574 | 0.5265 |
Largest Winning Trade | 654111 | 654111 | 47873 | 438198 | 438198 | 67087 |
Largest Losing Trade | -54188 | -32849 | -54188 | -161108 | -161108 | -57772 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 59 | 74 | 47 | 59 | 74 | 47 |
Avg Bars in Losers | 32 | 31 | 35 | 32 | 31 | 35 |
Bars Traded | 3500 | 1892 | 1608 | 3500 | 1892 | 1608 |
Profit Streak | 127.375 | 127.375 | 353.375 | 127.375 | 127.375 | 353.375 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24721 | 300836 | -579912 | -612137 | -426448 | -579912 |
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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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