Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659710.6443 | 860258.0252 | -200547.3809 | -98873.1902 | 141774.2183 | -240647.4086 |
Total P&L (%) | 659.7106 | 860.258 | -200.5474 | -98.8732 | 141.7742 | -240.6474 |
Avg Daily Profit (%) | 0.3573 | 0.4659 | -0.1086 | -0.2426 | 0.0478 | 0 |
Buy And Hold Return (%) | 175.6322 | 175.6322 | 175.6322 | 175.6322 | 175.6322 | 175.6322 |
Max Trade Drawdown | -276951 | -77675 | -272633 | -176873 | -53891 | -149615 |
Profit Factor | 1.7886 | 4.7677 | 0.6703 | 0.8253 | 2.4592 | 0.4866 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 42.8571 | 40.625 | 45.1613 | 42.8571 | 40.625 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.3848 | 6.9681 | 0.8139 | 1.1004 | 3.5942 | 0.5909 |
Largest Winning Trade | 790337 | 790337 | 76602 | 123878 | 123878 | 60410 |
Largest Losing Trade | -86796 | -32882 | -86796 | -91567 | -22472 | -91567 |
Avg Bars in Trades | 169 | 165 | 173 | 169 | 165 | 173 |
Avg Bars in Winners | 236 | 219 | 253 | 236 | 219 | 253 |
Avg Bars in Losers | 118 | 129 | 107 | 118 | 129 | 107 |
Bars Traded | 10670 | 5304 | 5366 | 10670 | 5304 | 5366 |
Profit Streak | 0 | 0 | 66.389 | 0 | 0 | 66.389 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143720 | 461978 | -582141 | -733166 | -293811 | -582141 |
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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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