Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322453.4813 | 389960.3713 | -67506.8899 | -41087.4744 | 204339.4091 | -245426.8835 |
Total P&L (%) | 322.4535 | 389.9604 | -67.5069 | -41.0875 | 204.3394 | -245.4269 |
Avg Daily Profit (%) | 0.1745 | 0.211 | -0.0365 | -0.0286 | 0.0602 | 0 |
Buy And Hold Return (%) | 164.4229 | 164.4229 | 164.4229 | 164.4229 | 164.4229 | 164.4229 |
Max Trade Drawdown | -185899 | -97606 | -123831 | -494028 | -247109 | -167728 |
Profit Factor | 1.7087 | 2.9457 | 0.7348 | 0.9545 | 1.4982 | 0.5019 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 46.8354 | 47.5 | 46.1538 | 46.8354 | 47.5 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9396 | 3.2558 | 0.8573 | 1.0835 | 1.6559 | 0.5856 |
Largest Winning Trade | 421178 | 421178 | 71850 | 421178 | 421178 | 138821 |
Largest Losing Trade | -55790 | -35636 | -55790 | -155369 | -133016 | -155369 |
Avg Bars in Trades | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Winners | 57 | 60 | 53 | 57 | 60 | 53 |
Avg Bars in Losers | 32 | 27 | 37 | 32 | 27 | 37 |
Bars Traded | 3473 | 1714 | 1759 | 3473 | 1714 | 1759 |
Profit Streak | 105.1741 | 105.1741 | 350.1741 | 105.1741 | 105.1741 | 350.1741 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28057 | 307681 | -580890 | -610661 | -200707 | -580890 |
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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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