Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182667.5531 | 185150.8048 | -2483.2517 | -33256.3072 | 164133.6321 | -197389.9392 |
Total P&L (%) | 182.6676 | 185.1508 | -2.4833 | -33.2563 | 164.1336 | -197.3899 |
Avg Daily Profit (%) | 0.1497 | 0.1517 | -0.002 | -0.0331 | 0.0796 | 0 |
Buy And Hold Return (%) | 51.8503 | 51.8503 | 51.8503 | 51.8503 | 51.8503 | 51.8503 |
Max Trade Drawdown | -211361 | -157912 | -145990 | -1358009 | -652553 | -866279 |
Profit Factor | 1.2946 | 1.598 | 0.992 | 0.9889 | 1.099 | 0.8529 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 50.5618 | 51.1111 | 50 | 50.5618 | 51.1111 | 50 |
Ratio Avg Win / Avg Loss | 1.2658 | 1.5286 | 0.992 | 0.9669 | 1.0512 | 0.8529 |
Largest Winning Trade | 78424 | 78424 | 45637 | 334672 | 334672 | 239244 |
Largest Losing Trade | -71153 | -31340 | -71153 | -370858 | -319103 | -370858 |
Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Winners | 35 | 25 | 46 | 35 | 25 | 46 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 3439 | 1533 | 1906 | 3439 | 1533 | 1906 |
Profit Streak | 56.7965 | 56.7965 | 75.4631 | 56.7965 | 56.7965 | 75.4631 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 218220 | 332315 | -579347 | -578897 | -199603 | -579347 |
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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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