Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149791.6543 | 332415.9226 | -182624.2683 | -157054.0705 | -132126.5977 | -24927.4728 |
Total P&L (%) | 149.7917 | 332.4159 | -182.6243 | -157.0541 | -132.1266 | -24.9275 |
Avg Daily Profit (%) | 0.0806 | 0.1788 | -0.0982 | 0 | 0 | -0.0154 |
Buy And Hold Return (%) | 95.8393 | 95.8393 | 95.8393 | 95.8393 | 95.8393 | 95.8393 |
Max Trade Drawdown | -186520 | -119383 | -79196 | -510045 | -465690 | -169239 |
Profit Factor | 1.2121 | 2.2228 | 0.5797 | 0.8759 | 0.8084 | 0.9567 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 16 | 18 | 33 | 19 | 14 |
Losing Trades | 33 | 18 | 15 | 34 | 15 | 19 |
Profitability (%) | 50.7463 | 47.0588 | 54.5455 | 49.2537 | 55.8824 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.1764 | 2.5007 | 0.4831 | 0.9025 | 0.6382 | 1.2984 |
Largest Winning Trade | 355558 | 355558 | 37709 | 204915 | 204915 | 163062 |
Largest Losing Trade | -186520 | -52648 | -186520 | -317525 | -317525 | -192519 |
Avg Bars in Trades | 80 | 57 | 103 | 80 | 57 | 103 |
Avg Bars in Winners | 82 | 55 | 107 | 71 | 56 | 90 |
Avg Bars in Losers | 77 | 59 | 98 | 89 | 58 | 113 |
Bars Traded | 5378 | 1962 | 3416 | 5378 | 1962 | 3416 |
Profit Streak | 30.0207 | 31.354 | 0 | 0 | 0 | 40.354 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215990 | 300775 | -580213 | -702068 | -580032 | -581533 |
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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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