Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144069.2577 | 147504.5203 | -3435.2627 | 94882.1445 | 97808.7831 | -2926.6386 |
Total P&L (%) | 144.0693 | 147.5045 | -3.4353 | 94.8821 | 97.8088 | -2.9266 |
Avg Daily Profit (%) | 0.2766 | 0.2832 | -0.0066 | 0.1282 | 0.1311 | -0.0057 |
Buy And Hold Return (%) | 50.3935 | 50.3935 | 50.3935 | 50.3935 | 50.3935 | 50.3935 |
Max Trade Drawdown | -57645 | -55483 | -5977 | -133447 | -131107 | -7329 |
Profit Factor | 1.8642 | 2.0259 | 0.8502 | 1.3751 | 1.4318 | 0.8892 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Profitability (%) | 60.6557 | 70 | 51.6129 | 60.6557 | 70 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.2092 | 0.8682 | 0.797 | 0.892 | 0.6136 | 0.8336 |
Largest Winning Trade | 69510 | 69510 | 3978 | 55042 | 55042 | 6641 |
Largest Losing Trade | -54604 | -54604 | -4655 | -130176 | -130176 | -4884 |
Avg Bars in Trades | 332 | 671 | 3 | 332 | 671 | 3 |
Avg Bars in Winners | 161 | 282 | 1 | 161 | 282 | 1 |
Avg Bars in Losers | 595 | 1579 | 5 | 595 | 1579 | 5 |
Bars Traded | 20262 | 20150 | 112 | 20262 | 20150 | 112 |
Profit Streak | 0 | 90.7484 | 0 | 0 | 90.7484 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157720 | 348959 | -580344 | -195867 | -22660 | -580622 |
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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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