Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131247.2658 | 254652.734 | -123405.4682 | -86759.6777 | -46136.6258 | -40623.0519 |
Total P&L (%) | 131.2473 | 254.6527 | -123.4055 | -86.7597 | -46.1366 | -40.6231 |
Avg Daily Profit (%) | 0.093 | 0.1804 | -0.0874 | -0.1432 | -0.0438 | -0.0369 |
Buy And Hold Return (%) | 45.9595 | 45.9595 | 45.9595 | 45.9595 | 45.9595 | 45.9595 |
Max Trade Drawdown | -152863 | -102753 | -196844 | -617594 | -436774 | -188394 |
Profit Factor | 1.2199 | 2.236 | 0.6842 | 0.91 | 0.9195 | 0.896 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 23 | 23 | 38 | 19 | 19 |
Losing Trades | 29 | 14 | 15 | 37 | 18 | 19 |
Profitability (%) | 61.3333 | 62.1622 | 60.5263 | 50.6667 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 0.7691 | 1.3611 | 0.4462 | 0.886 | 0.8711 | 0.896 |
Largest Winning Trade | 55775 | 55775 | 47241 | 124865 | 124865 | 80734 |
Largest Losing Trade | -120527 | -62676 | -120527 | -342245 | -342245 | -132290 |
Avg Bars in Trades | 201 | 305 | 99 | 201 | 305 | 99 |
Avg Bars in Winners | 142 | 214 | 71 | 152 | 211 | 93 |
Avg Bars in Losers | 294 | 456 | 143 | 251 | 405 | 106 |
Bars Traded | 15097 | 11308 | 3789 | 15097 | 11308 | 3789 |
Profit Streak | 564.0158 | 598.3491 | 564.0158 | 656.9324 | 665.9324 | 656.9324 |
Trades During Streak | 2 | 1 | 1 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132696 | 424477 | -578816 | -640620 | -579639 | -579807 |
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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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