Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159040.6172 | 234553.1642 | -75512.5469 | -158108.7461 | -128433.4834 | -29675.2627 |
Total P&L (%) | 159.0406 | 234.5532 | -75.5125 | -158.1087 | -128.4335 | -29.6753 |
Avg Daily Profit (%) | 0.1126 | 0.1661 | -0.0535 | 0 | 0 | -0.0249 |
Buy And Hold Return (%) | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 |
Max Trade Drawdown | -142440 | -102816 | -144453 | -691928 | -629710 | -286247 |
Profit Factor | 1.3429 | 2.164 | 0.7122 | 0.8938 | 0.8711 | 0.9396 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 52 | 27 | 25 | 50 | 26 | 24 |
Losing Trades | 19 | 8 | 11 | 21 | 9 | 12 |
Profitability (%) | 73.2394 | 77.1429 | 69.4444 | 70.4225 | 74.2857 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.4907 | 0.6412 | 0.3133 | 0.3754 | 0.3015 | 0.4698 |
Largest Winning Trade | 48949 | 48949 | 17394 | 140797 | 140797 | 44904 |
Largest Losing Trade | -120961 | -67759 | -120961 | -429470 | -429470 | -242477 |
Avg Bars in Trades | 35 | 63 | 7 | 35 | 63 | 7 |
Avg Bars in Winners | 12 | 22 | 2 | 12 | 22 | 2 |
Avg Bars in Losers | 96 | 203 | 19 | 89 | 183 | 18 |
Bars Traded | 2498 | 2226 | 272 | 2498 | 2226 | 272 |
Profit Streak | 560.7929 | 591.2929 | 560.7929 | 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 | -134792 | 367949 | -577398 | -669130 | -577639 | -578341 |
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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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