Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714100.2611 | 844757.2852 | -130657.0241 | -100566.3925 | 92692.28 | -193258.6725 |
Total P&L (%) | 714.1003 | 844.7573 | -130.657 | -100.5664 | 92.6923 | -193.2587 |
Avg Daily Profit (%) | 0.3159 | 0.3737 | -0.0578 | 0 | 0.029 | 0 |
Buy And Hold Return (%) | 345.799 | 345.799 | 345.799 | 345.799 | 345.799 | 345.799 |
Max Trade Drawdown | -168991 | -40748 | -226766 | -184915 | -29601 | -235271 |
Profit Factor | 1.9595 | 4.1983 | 0.7278 | 0.6664 | 2.7484 | 0.2222 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 18 | 18 | 27 | 14 | 13 |
Losing Trades | 32 | 16 | 16 | 41 | 20 | 21 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 39.7059 | 41.1765 | 38.2353 |
Ratio Avg Win / Avg Loss | 1.7418 | 3.7318 | 0.647 | 1.012 | 3.9263 | 0.3589 |
Largest Winning Trade | 646128 | 646128 | 54742 | 123329 | 123329 | 39705 |
Largest Losing Trade | -100654 | -33676 | -100654 | -128999 | -29601 | -128999 |
Avg Bars in Trades | 127 | 115 | 140 | 127 | 115 | 140 |
Avg Bars in Winners | 153 | 128 | 177 | 121 | 133 | 108 |
Avg Bars in Losers | 99 | 99 | 98 | 131 | 102 | 160 |
Bars Traded | 8685 | 3910 | 4775 | 8685 | 3910 | 4775 |
Profit Streak | 113.177 | 113.177 | 141.677 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105865 | 493921 | -579842 | -696892 | -318097 | -585370 |
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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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