Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175956.5236 | 248815.4341 | -72858.9105 | -545475.3033 | -152770.7719 | -392704.5314 |
Total P&L (%) | 175.9565 | 248.8154 | -72.8589 | -545.4753 | -152.7708 | -392.7045 |
Avg Daily Profit (%) | 0.1425 | 0.2016 | -0.059 | 0 | 0 | 0 |
Buy And Hold Return (%) | 73.17 | 73.17 | 73.17 | 73.17 | 73.17 | 73.17 |
Max Trade Drawdown | -144013 | -112570 | -80345 | -2903517 | -2006416 | -1212613 |
Profit Factor | 1.2432 | 1.9204 | 0.8392 | 0.9268 | 0.9615 | 0.8871 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 62 | 31 | 31 | 35 | 18 | 17 |
Losing Trades | 36 | 18 | 18 | 63 | 31 | 32 |
Profitability (%) | 63.2653 | 63.2653 | 63.2653 | 35.7143 | 36.7347 | 34.6939 |
Ratio Avg Win / Avg Loss | 0.7219 | 1.1151 | 0.4873 | 1.6682 | 1.6559 | 1.6698 |
Largest Winning Trade | 72763 | 72763 | 24125 | 762081 | 712155 | 762081 |
Largest Losing Trade | -177426 | -30499 | -177426 | -535014 | -535014 | -403555 |
Avg Bars in Trades | 48 | 56 | 41 | 48 | 56 | 41 |
Avg Bars in Winners | 38 | 39 | 38 | 63 | 84 | 40 |
Avg Bars in Losers | 65 | 84 | 46 | 40 | 39 | 41 |
Bars Traded | 4762 | 2749 | 2013 | 4762 | 2749 | 2013 |
Profit Streak | 0 | 0 | 0 | 46.6232 | 46.6232 | 103.8732 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6901 | 332299 | -578962 | -582306 | -582504 | -582898 |
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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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