Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964136.6001 | 1289665.7755 | -325529.1754 | -100322.5397 | -1654457.3649 | 1554134.8252 |
Total P&L (%) | 964.1366 | 1289.6658 | -325.5292 | -100.3225 | -1654.4574 | 1554.1348 |
Avg Daily Profit (%) | 0.5205 | 0.6963 | -0.1757 | 0 | 0 | 0.1516 |
Buy And Hold Return (%) | 140.3233 | 140.3233 | 140.3233 | 140.3233 | 140.3233 | 140.3233 |
Max Trade Drawdown | -424320 | -135845 | -322086 | -1641313 | -1658606 | -1023889 |
Profit Factor | 1.8853 | 5.1464 | 0.5816 | 0.9798 | 0.2975 | 1.5964 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 15 | 21 | 39 | 22 | 17 |
Losing Trades | 44 | 25 | 19 | 41 | 18 | 23 |
Profitability (%) | 45 | 37.5 | 52.5 | 48.75 | 55 | 42.5 |
Ratio Avg Win / Avg Loss | 2.3043 | 8.5774 | 0.5262 | 1.03 | 0.2434 | 2.1598 |
Largest Winning Trade | 1285891 | 1285891 | 63681 | 1824113 | 324050 | 1824113 |
Largest Losing Trade | -161718 | -67748 | -161718 | -936454 | -936454 | -895104 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 83 | 80 | 86 | 80 | 63 | 101 |
Avg Bars in Losers | 88 | 78 | 102 | 92 | 98 | 87 |
Bars Traded | 6924 | 3169 | 3755 | 6924 | 3169 | 3755 |
Profit Streak | 0 | 0 | 156.7872 | 65.5372 | 141.5372 | 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 | -11452 | 552555 | -579849 | -602816 | -579530 | 278705 |
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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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