Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626595.9429 | 685139.3561 | -58543.4133 | -17369.0064 | 71255.2466 | -88624.253 |
Total P&L (%) | 626.5959 | 685.1394 | -58.5434 | -17.369 | 71.2552 | -88.6243 |
Avg Daily Profit (%) | 0.3391 | 0.3708 | -0.0317 | -0.0103 | 0.0291 | -0.1176 |
Buy And Hold Return (%) | 79.7569 | 79.7569 | 79.7569 | 79.7569 | 79.7569 | 79.7569 |
Max Trade Drawdown | -204665 | -170391 | -87885 | -698092 | -490974 | -288351 |
Profit Factor | 1.8671 | 2.3987 | 0.7485 | 0.9881 | 1.0739 | 0.8196 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 45.8716 | 38.8889 | 52.7273 | 45.8716 | 38.8889 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.2032 | 3.7694 | 0.6711 | 1.1659 | 1.6876 | 0.7348 |
Largest Winning Trade | 638764 | 638764 | 28258 | 511334 | 511334 | 162943 |
Largest Losing Trade | -39905 | -37562 | -39905 | -288351 | -163106 | -288351 |
Avg Bars in Trades | 200 | 355 | 47 | 200 | 355 | 47 |
Avg Bars in Winners | 251 | 545 | 38 | 251 | 545 | 38 |
Avg Bars in Losers | 156 | 235 | 57 | 156 | 235 | 57 |
Bars Traded | 21825 | 19215 | 2610 | 21825 | 19215 | 2610 |
Profit Streak | 178.3796 | 183.963 | 178.3796 | 178.3796 | 183.963 | 178.3796 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462188 | -169337 | -759509 | -579043 | -641251 | -759509 |
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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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