Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540393.3638 | 558415.9399 | -18022.576 | -30105.109 | 187876.9261 | -217982.0351 |
Total P&L (%) | 540.3934 | 558.4159 | -18.0226 | -30.1051 | 187.8769 | -217.982 |
Avg Daily Profit (%) | 0.2885 | 0.2981 | -0.0096 | -0.0191 | 0.0565 | 0 |
Buy And Hold Return (%) | 64.3176 | 64.3176 | 64.3176 | 64.3176 | 64.3176 | 64.3176 |
Max Trade Drawdown | -272566 | -136547 | -181831 | -595619 | -329918 | -279129 |
Profit Factor | 1.673 | 2.3371 | 0.9532 | 0.9568 | 1.4842 | 0.2947 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 47.1264 | 44.186 | 50 | 47.1264 | 44.186 | 50 |
Ratio Avg Win / Avg Loss | 1.8771 | 2.9522 | 0.9532 | 1.0735 | 1.8748 | 0.2947 |
Largest Winning Trade | 324534 | 324534 | 45694 | 413287 | 413287 | 12447 |
Largest Losing Trade | -63312 | -63312 | -59926 | -297404 | -297404 | -130692 |
Avg Bars in Trades | 60 | 62 | 57 | 60 | 62 | 57 |
Avg Bars in Winners | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Losers | 43 | 46 | 39 | 43 | 46 | 39 |
Bars Traded | 5240 | 2708 | 2532 | 5240 | 2708 | 2532 |
Profit Streak | 139.471 | 139.471 | 139.8043 | 139.471 | 139.471 | 139.8043 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447465 | 420764 | -579758 | -578645 | -120014 | -579758 |
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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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