Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604384.7547 | 681746.2372 | -77361.4825 | -355671.9051 | 2186455.7682 | -2542127.6733 |
Total P&L (%) | 604.3848 | 681.7462 | -77.3615 | -355.6719 | 2186.4558 | -2542.1277 |
Avg Daily Profit (%) | 0.3213 | 0.3624 | -0.0411 | 0 | 0.1665 | 0 |
Buy And Hold Return (%) | 254.5762 | 254.5762 | 254.5762 | 254.5762 | 254.5762 | 254.5762 |
Max Trade Drawdown | -224249 | -133204 | -186987 | -2457383 | -153984 | -2997073 |
Profit Factor | 1.987 | 3.3209 | 0.7572 | 0.9091 | 4.941 | 0.2429 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 19 | 23 | 38 | 21 | 17 |
Losing Trades | 43 | 23 | 20 | 47 | 21 | 26 |
Profitability (%) | 49.4118 | 45.2381 | 53.4884 | 44.7059 | 50 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.0343 | 4.02 | 0.6584 | 1.1244 | 4.941 | 0.3715 |
Largest Winning Trade | 605572 | 605572 | 35462 | 1005255 | 1005255 | 415361 |
Largest Losing Trade | -142517 | -41970 | -142517 | -2025237 | -96852 | -2025237 |
Avg Bars in Trades | 63 | 92 | 35 | 63 | 92 | 35 |
Avg Bars in Winners | 72 | 115 | 36 | 70 | 99 | 34 |
Avg Bars in Losers | 55 | 74 | 33 | 58 | 86 | 35 |
Bars Traded | 5428 | 3903 | 1525 | 5428 | 3903 | 1525 |
Profit Streak | 0 | 0 | 0 | 82.5198 | 110.8531 | 82.5198 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304291 | 380479 | -580274 | -579981 | 579915 | -584238 |
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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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