Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260009.5444 | 305101.7484 | -45092.204 | -329120.9904 | 270409.2914 | -599530.2818 |
Total P&L (%) | 260.0095 | 305.1017 | -45.0922 | -329.121 | 270.4093 | -599.5303 |
Avg Daily Profit (%) | 0.1393 | 0.1634 | -0.0242 | 0 | 0.0702 | 0 |
Buy And Hold Return (%) | 26.2923 | 26.2923 | 26.2923 | 26.2923 | 26.2923 | 26.2923 |
Max Trade Drawdown | -195177 | -60400 | -174753 | -529052 | -69865 | -650470 |
Profit Factor | 1.3519 | 2.1697 | 0.9057 | 0.7482 | 1.803 | 0.3821 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 52 | 24 | 28 | 50 | 23 | 27 |
Losing Trades | 29 | 16 | 13 | 31 | 17 | 14 |
Profitability (%) | 64.1975 | 60 | 68.2927 | 61.7284 | 57.5 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.754 | 1.4465 | 0.4205 | 0.4639 | 1.3326 | 0.1981 |
Largest Winning Trade | 57819 | 57819 | 51251 | 98905 | 98905 | 31093 |
Largest Losing Trade | -174753 | -39751 | -174753 | -485881 | -69865 | -485881 |
Avg Bars in Trades | 85 | 91 | 80 | 85 | 91 | 80 |
Avg Bars in Winners | 60 | 74 | 49 | 66 | 78 | 56 |
Avg Bars in Losers | 130 | 116 | 147 | 116 | 107 | 126 |
Bars Traded | 6940 | 3644 | 3296 | 6940 | 3644 | 3296 |
Profit Streak | 114.735 | 184.485 | 114.735 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21559 | 440504 | -577807 | -595257 | -95937 | -578687 |
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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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