Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501921.7947 | 552016.9227 | -50095.128 | -66412.2612 | 252682.4279 | -319094.689 |
Total P&L (%) | 501.9218 | 552.0169 | -50.0951 | -66.4123 | 252.6824 | -319.0947 |
Avg Daily Profit (%) | 0.2673 | 0.294 | -0.0267 | -0.0581 | 0.0671 | 0 |
Buy And Hold Return (%) | 60.4049 | 60.4049 | 60.4049 | 60.4049 | 60.4049 | 60.4049 |
Max Trade Drawdown | -351940 | -196686 | -180173 | -391717 | -104639 | -153905 |
Profit Factor | 1.6462 | 2.3217 | 0.8605 | 0.8712 | 2.6824 | 0.1272 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 45.977 | 40.9091 | 51.1628 | 45.977 | 40.9091 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.9343 | 3.3535 | 0.8213 | 1.0237 | 3.8746 | 0.1214 |
Largest Winning Trade | 301315 | 301315 | 54005 | 293184 | 293184 | 23331 |
Largest Losing Trade | -76876 | -40604 | -76876 | -175788 | -52350 | -175788 |
Avg Bars in Trades | 60 | 77 | 42 | 60 | 77 | 42 |
Avg Bars in Winners | 78 | 111 | 51 | 78 | 111 | 51 |
Avg Bars in Losers | 43 | 53 | 32 | 43 | 53 | 32 |
Bars Traded | 5223 | 3404 | 1819 | 5223 | 3404 | 1819 |
Profit Streak | 86.4058 | 344.7392 | 0 | 86.4058 | 344.7392 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394441 | 402071 | -580576 | -579885 | -102311 | -580576 |
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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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