Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231461.8562 | 268964.6515 | -37502.7953 | 876.3795 | 262616.6565 | -261740.277 |
Total P&L (%) | 231.4619 | 268.9647 | -37.5028 | 0.8764 | 262.6167 | -261.7403 |
Avg Daily Profit (%) | 0.1857 | 0.2157 | -0.0301 | 0.0007 | 0.1034 | 0 |
Buy And Hold Return (%) | 22.522 | 22.522 | 22.522 | 22.522 | 22.522 | 22.522 |
Max Trade Drawdown | -181888 | -95892 | -105526 | -673661 | -267601 | -438749 |
Profit Factor | 1.5138 | 2.3213 | 0.8481 | 1.0007 | 1.4689 | 0.6067 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 39.6825 | 37.5 | 41.9355 | 39.6825 | 37.5 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.301 | 3.8689 | 1.1743 | 1.5211 | 2.4482 | 0.84 |
Largest Winning Trade | 177211 | 177211 | 51861 | 423168 | 423168 | 79115 |
Largest Losing Trade | -31262 | -28822 | -31262 | -157040 | -90381 | -157040 |
Avg Bars in Trades | 54 | 49 | 60 | 54 | 49 | 60 |
Avg Bars in Winners | 91 | 80 | 102 | 91 | 80 | 102 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 3439 | 1574 | 1865 | 3439 | 1574 | 1865 |
Profit Streak | 58.6676 | 243.3343 | 0 | 58.6676 | 243.3343 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144729 | 312581 | -582287 | -731009 | -56228 | -583954 |
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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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