Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106424.4237 | 174685.7605 | -68261.3368 | -261539.7812 | 730390.3148 | -991930.096 |
Total P&L (%) | 106.4244 | 174.6858 | -68.2613 | -261.5398 | 730.3903 | -991.9301 |
Avg Daily Profit (%) | 0.0871 | 0.143 | -0.0559 | 0 | 0.1734 | 0 |
Buy And Hold Return (%) | 50.6557 | 50.6557 | 50.6557 | 50.6557 | 50.6557 | 50.6557 |
Max Trade Drawdown | -308306 | -86714 | -248150 | -1697133 | -178847 | -1747088 |
Profit Factor | 1.1885 | 1.6906 | 0.7809 | 0.9035 | 2.0862 | 0.5131 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 58 | 29 | 29 | 39 | 21 | 18 |
Losing Trades | 27 | 14 | 13 | 46 | 22 | 24 |
Profitability (%) | 68.2353 | 67.4419 | 69.0476 | 45.8824 | 48.8372 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.5533 | 0.8161 | 0.3501 | 1.0656 | 2.1856 | 0.6842 |
Largest Winning Trade | 63022 | 63022 | 24062 | 210161 | 181493 | 210161 |
Largest Losing Trade | -162212 | -61197 | -162212 | -1662125 | -178847 | -1662125 |
Avg Bars in Trades | 55 | 60 | 51 | 55 | 60 | 51 |
Avg Bars in Winners | 33 | 32 | 34 | 73 | 88 | 56 |
Avg Bars in Losers | 103 | 117 | 87 | 40 | 33 | 46 |
Bars Traded | 4733 | 2590 | 2143 | 4733 | 2590 | 2143 |
Profit Streak | 0 | 0 | 19.6728 | 13.1728 | 16.4228 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94853 | -2180 | -577708 | -579879 | 430205 | -583512 |
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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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