Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82826.6458 | 215442.2355 | -132615.5897 | -117704.33 | 140663.0388 | -258367.3688 |
Total P&L (%) | 82.8266 | 215.4422 | -132.6156 | -117.7043 | 140.663 | -258.3674 |
Avg Daily Profit (%) | 0.0587 | 0.1526 | -0.0939 | 0 | 0.0622 | 0 |
Buy And Hold Return (%) | 23.4476 | 23.4476 | 23.4476 | 23.4476 | 23.4476 | 23.4476 |
Max Trade Drawdown | -163602 | -60566 | -190080 | -239471 | -91492 | -297727 |
Profit Factor | 1.1305 | 2.145 | 0.7031 | 0.8236 | 1.7567 | 0.4635 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 23 | 20 | 40 | 23 | 17 |
Losing Trades | 29 | 13 | 16 | 32 | 13 | 19 |
Profitability (%) | 59.7222 | 63.8889 | 55.5556 | 55.5556 | 63.8889 | 47.2222 |
Ratio Avg Win / Avg Loss | 0.7624 | 1.2124 | 0.5625 | 0.6589 | 0.9929 | 0.518 |
Largest Winning Trade | 84264 | 47484 | 84264 | 45447 | 45447 | 38120 |
Largest Losing Trade | -122662 | -60566 | -122662 | -108405 | -91492 | -108405 |
Avg Bars in Trades | 54 | 38 | 69 | 54 | 38 | 69 |
Avg Bars in Winners | 31 | 22 | 42 | 36 | 26 | 50 |
Avg Bars in Losers | 87 | 66 | 104 | 75 | 58 | 87 |
Bars Traded | 3897 | 1379 | 2518 | 3897 | 1379 | 2518 |
Profit Streak | 481.1206 | 481.1206 | 522.7873 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277179 | 452429 | -579475 | -663557 | -108166 | -581860 |
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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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