Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474619.364 | 521718.2074 | -47098.8434 | -17456.793 | 64921.5084 | -82378.3014 |
Total P&L (%) | 474.6194 | 521.7182 | -47.0988 | -17.4568 | 64.9215 | -82.3783 |
Avg Daily Profit (%) | 0.257 | 0.2825 | -0.0255 | -0.0104 | 0.0271 | -0.0939 |
Buy And Hold Return (%) | 105.9538 | 105.9538 | 105.9538 | 105.9538 | 105.9538 | 105.9538 |
Max Trade Drawdown | -163025 | -101066 | -94139 | -143333 | -96308 | -52149 |
Profit Factor | 1.7211 | 2.7976 | 0.872 | 0.9508 | 1.3667 | 0.5362 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 49.3671 | 52.5 | 46.1538 | 49.3671 | 52.5 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7653 | 2.5312 | 1.0173 | 0.9752 | 1.2365 | 0.6255 |
Largest Winning Trade | 411469 | 411469 | 44802 | 114239 | 114239 | 31059 |
Largest Losing Trade | -69375 | -55405 | -69375 | -76007 | -76007 | -62896 |
Avg Bars in Trades | 66 | 72 | 60 | 66 | 72 | 60 |
Avg Bars in Winners | 90 | 93 | 87 | 90 | 93 | 87 |
Avg Bars in Losers | 42 | 49 | 37 | 42 | 49 | 37 |
Bars Traded | 5258 | 2895 | 2363 | 5258 | 2895 | 2363 |
Profit Streak | 0 | 0 | 82.6665 | 0 | 0 | 82.6665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21949 | 469204 | -580028 | -612301 | -321618 | -581695 |
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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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