Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194206.8664 | 328739.7272 | -134532.8608 | -29274.5813 | 233928.3791 | -263202.9603 |
Total P&L (%) | 194.2069 | 328.7397 | -134.5329 | -29.2746 | 233.9284 | -263.203 |
Avg Daily Profit (%) | 0.105 | 0.1778 | -0.0728 | -0.0187 | 0.0652 | 0 |
Buy And Hold Return (%) | 31.4681 | 31.4681 | 31.4681 | 31.4681 | 31.4681 | 31.4681 |
Max Trade Drawdown | -156813 | -30290 | -215471 | -239770 | -56980 | -276094 |
Profit Factor | 1.4149 | 3.8684 | 0.6194 | 0.944 | 2.7828 | 0.3273 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Losing Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Profitability (%) | 26.5823 | 37.5 | 15.3846 | 26.5823 | 37.5 | 15.3846 |
Ratio Avg Win / Avg Loss | 3.9077 | 6.4474 | 3.407 | 2.6072 | 4.6381 | 1.8001 |
Largest Winning Trade | 236830 | 236830 | 87554 | 196235 | 196235 | 38638 |
Largest Losing Trade | -41495 | -12353 | -41495 | -94706 | -32168 | -94706 |
Avg Bars in Trades | 55 | 14 | 97 | 55 | 14 | 97 |
Avg Bars in Winners | 179 | 31 | 552 | 179 | 31 | 552 |
Avg Bars in Losers | 10 | 5 | 14 | 10 | 5 | 14 |
Bars Traded | 4404 | 597 | 3807 | 4404 | 597 | 3807 |
Profit Streak | 302.3891 | 303.7224 | 0 | 302.3891 | 303.7224 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104948 | 375447 | -650173 | -631530 | -104485 | -650173 |
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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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