Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168347.3169 | 274362.5056 | -106015.1887 | -78511.8107 | 393606.9428 | -472118.7535 |
Total P&L (%) | 168.3473 | 274.3625 | -106.0152 | -78.5118 | 393.6069 | -472.1188 |
Avg Daily Profit (%) | 0.1384 | 0.2255 | -0.0871 | -0.1263 | 0.1313 | 0 |
Buy And Hold Return (%) | 29.6176 | 29.6176 | 29.6176 | 29.6176 | 29.6176 | 29.6176 |
Max Trade Drawdown | -289947 | -142670 | -154079 | -1125695 | -479768 | -658166 |
Profit Factor | 1.2655 | 1.7893 | 0.6301 | 0.9444 | 1.599 | 0.3742 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 45.8333 | 50 | 41.6667 | 45.8333 | 50 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.4955 | 1.7893 | 0.8821 | 1.1161 | 1.599 | 0.5239 |
Largest Winning Trade | 238973 | 238973 | 35370 | 659829 | 659829 | 83895 |
Largest Losing Trade | -49237 | -49237 | -38324 | -437750 | -177559 | -437750 |
Avg Bars in Trades | 96 | 124 | 68 | 96 | 124 | 68 |
Avg Bars in Winners | 95 | 113 | 73 | 95 | 113 | 73 |
Avg Bars in Losers | 98 | 136 | 65 | 98 | 136 | 65 |
Bars Traded | 6981 | 4499 | 2482 | 6981 | 4499 | 2482 |
Profit Streak | 35.7824 | 35.7824 | 52.7824 | 35.7824 | 35.7824 | 52.7824 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93728 | 423848 | -583034 | -663518 | -14161 | -583034 |
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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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