Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162751.6796 | 230309.7947 | -67558.1151 | -1276024.7583 | -523071.4303 | -752953.328 |
Total P&L (%) | 162.7517 | 230.3098 | -67.5581 | -1276.0248 | -523.0714 | -752.9533 |
Avg Daily Profit (%) | 0.1313 | 0.1858 | -0.0545 | 0 | 0 | 0 |
Buy And Hold Return (%) | 13.4868 | 13.4868 | 13.4868 | 13.4868 | 13.4868 | 13.4868 |
Max Trade Drawdown | -85314 | -50313 | -85314 | -1146915 | -563415 | -624720 |
Profit Factor | 1.2695 | 2.4843 | 0.8494 | 0.4698 | 0.5204 | 0.4278 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 68 | 32 | 36 | 18 | 11 | 7 |
Losing Trades | 19 | 11 | 8 | 69 | 32 | 37 |
Profitability (%) | 78.1609 | 74.4186 | 81.8182 | 20.6897 | 25.5814 | 15.9091 |
Ratio Avg Win / Avg Loss | 0.3547 | 0.854 | 0.1888 | 1.8007 | 1.5139 | 2.2611 |
Largest Winning Trade | 34457 | 34457 | 21286 | 325025 | 325025 | 169114 |
Largest Losing Trade | -246062 | -36581 | -246062 | -246062 | -183269 | -246062 |
Avg Bars in Trades | 80 | 90 | 71 | 80 | 90 | 71 |
Avg Bars in Winners | 50 | 54 | 46 | 187 | 194 | 176 |
Avg Bars in Losers | 191 | 194 | 186 | 53 | 54 | 52 |
Bars Traded | 7044 | 3878 | 3166 | 7044 | 3878 | 3166 |
Profit Streak | 32.8038 | 82.1372 | 32.8038 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13864 | 505411 | -575657 | -626580 | -605201 | -648101 |
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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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