Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343177.3196 | 350956.6974 | -7779.3779 | 56680.6422 | 142260.9966 | -85580.3544 |
Total P&L (%) | 343.1773 | 350.9567 | -7.7794 | 56.6806 | 142.261 | -85.5804 |
Avg Daily Profit (%) | 0.2431 | 0.2486 | -0.0055 | 0.0318 | 0.0627 | -0.1371 |
Buy And Hold Return (%) | 51.2599 | 51.2599 | 51.2599 | 51.2599 | 51.2599 | 51.2599 |
Max Trade Drawdown | -100311 | -103333 | -56028 | -229146 | -186111 | -89626 |
Profit Factor | 1.7589 | 2.3461 | 0.9594 | 1.0811 | 1.3382 | 0.6921 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 50 | 42.4242 | 57.5758 | 50 | 42.4242 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.7589 | 3.184 | 0.7069 | 1.0811 | 1.8161 | 0.5099 |
Largest Winning Trade | 185104 | 185104 | 34899 | 181560 | 181560 | 48674 |
Largest Losing Trade | -62424 | -62424 | -36388 | -161631 | -161631 | -89626 |
Avg Bars in Trades | 124 | 203 | 45 | 124 | 203 | 45 |
Avg Bars in Winners | 160 | 316 | 45 | 160 | 316 | 45 |
Avg Bars in Losers | 88 | 120 | 46 | 88 | 120 | 46 |
Bars Traded | 8217 | 6709 | 1508 | 8217 | 6709 | 1508 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117379 | 339524 | -579820 | -543044 | -114069 | -579820 |
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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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