Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186762.219 | 280392.168 | -93629.949 | -86365.5748 | 27532.3947 | -113897.9694 |
Total P&L (%) | 186.7622 | 280.3922 | -93.6299 | -86.3656 | 27.5324 | -113.898 |
Avg Daily Profit (%) | 0.1008 | 0.1513 | -0.0505 | -0.1075 | 0.0131 | 0 |
Buy And Hold Return (%) | 87.6028 | 87.6028 | 87.6028 | 87.6028 | 87.6028 | 87.6028 |
Max Trade Drawdown | -155327 | -58588 | -233979 | -92070 | -6697 | -125797 |
Profit Factor | 1.3651 | 2.9816 | 0.747 | 0.4684 | 2.0365 | 0.1618 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 52.5424 | 46.6667 | 58.6207 | 52.5424 | 46.6667 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.233 | 3.4075 | 0.5273 | 0.423 | 2.3274 | 0.1142 |
Largest Winning Trade | 184581 | 184581 | 76239 | 30993 | 30993 | 4514 |
Largest Losing Trade | -81274 | -23465 | -81274 | -72880 | -10745 | -72880 |
Avg Bars in Trades | 57 | 26 | 89 | 57 | 26 | 89 |
Avg Bars in Winners | 72 | 31 | 106 | 72 | 31 | 106 |
Avg Bars in Losers | 41 | 22 | 66 | 41 | 22 | 66 |
Bars Traded | 3405 | 798 | 2607 | 3405 | 798 | 2607 |
Profit Streak | 0 | 0 | 295.3885 | 0 | 0 | 295.3885 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -243119 | 320428 | -578346 | -759948 | -338278 | -578068 |
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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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