Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735140.6202 | 748193.0421 | -13052.4219 | 50517.5525 | 283304.5534 | -232787.0009 |
Total P&L (%) | 735.1406 | 748.193 | -13.0524 | 50.5176 | 283.3046 | -232.787 |
Avg Daily Profit (%) | 0.3972 | 0.4043 | -0.0071 | 0.0221 | 0.0726 | 0 |
Buy And Hold Return (%) | 50.1892 | 50.1892 | 50.1892 | 50.1892 | 50.1892 | 50.1892 |
Max Trade Drawdown | -343861 | -227250 | -130907 | -759251 | -462997 | -299938 |
Profit Factor | 2.2412 | 2.9384 | 0.9367 | 1.0539 | 1.4878 | 0.3478 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 40.7407 | 40 | 41.4634 | 40.7407 | 40 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.2599 | 4.4076 | 1.3225 | 1.5329 | 2.2317 | 0.491 |
Largest Winning Trade | 716752 | 716752 | 43377 | 676525 | 676525 | 42652 |
Largest Losing Trade | -52952 | -52952 | -20878 | -137560 | -137560 | -98662 |
Avg Bars in Trades | 65 | 100 | 30 | 65 | 100 | 30 |
Avg Bars in Winners | 106 | 164 | 51 | 106 | 164 | 51 |
Avg Bars in Losers | 36 | 58 | 15 | 36 | 58 | 15 |
Bars Traded | 5285 | 4037 | 1248 | 5285 | 4037 | 1248 |
Profit Streak | 259.068 | 259.068 | 267.068 | 259.068 | 259.068 | 267.068 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4492 | 450170 | -581044 | -505723 | -97417 | -582711 |
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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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