Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184287.2099 | 206101.1023 | -21813.8924 | 3517.0587 | 57228.9763 | -53711.9176 |
Total P&L (%) | 184.2872 | 206.1011 | -21.8139 | 3.5171 | 57.229 | -53.7119 |
Avg Daily Profit (%) | 0.1513 | 0.1692 | -0.0179 | 0.0028 | 0.0372 | -0.0632 |
Buy And Hold Return (%) | 16.9512 | 16.9512 | 16.9512 | 16.9512 | 16.9512 | 16.9512 |
Max Trade Drawdown | -144043 | -109532 | -82946 | -434799 | -306808 | -220364 |
Profit Factor | 1.4102 | 1.9907 | 0.9096 | 1.0034 | 1.1084 | 0.8911 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 43.2432 | 45.9459 | 40.5405 | 43.2432 | 45.9459 | 40.5405 |
Ratio Avg Win / Avg Loss | 1.8509 | 2.342 | 1.334 | 1.317 | 1.304 | 1.307 |
Largest Winning Trade | 128965 | 128965 | 44423 | 231303 | 231303 | 114196 |
Largest Losing Trade | -37148 | -24124 | -37148 | -124990 | -124990 | -83976 |
Avg Bars in Trades | 94 | 89 | 99 | 94 | 89 | 99 |
Avg Bars in Winners | 114 | 96 | 135 | 114 | 96 | 135 |
Avg Bars in Losers | 79 | 83 | 76 | 79 | 83 | 76 |
Bars Traded | 7016 | 3317 | 3699 | 7016 | 3317 | 3699 |
Profit Streak | 10.2795 | 0 | 17.6128 | 10.2795 | 0 | 17.6128 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61674 | 344488 | -582217 | -642287 | -248859 | -582217 |
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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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