Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77344.8428 | 303728.8 | -226383.9571 | -108856.1964 | 72165.1271 | -181021.3234 |
Total P&L (%) | 77.3448 | 303.7288 | -226.384 | -108.8562 | 72.1651 | -181.0213 |
Avg Daily Profit (%) | 0.0417 | 0.1637 | -0.122 | 0 | 0.0293 | 0 |
Buy And Hold Return (%) | 30.4348 | 30.4348 | 30.4348 | 30.4348 | 30.4348 | 30.4348 |
Max Trade Drawdown | -208390 | -91701 | -307386 | -170864 | -25422 | -184963 |
Profit Factor | 1.1243 | 2.5442 | 0.4678 | 0.5294 | 2.75 | 0.0475 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 19 | 16 | 27 | 17 | 10 |
Losing Trades | 24 | 10 | 14 | 32 | 12 | 20 |
Profitability (%) | 59.322 | 65.5172 | 53.3333 | 45.7627 | 58.6207 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.771 | 1.339 | 0.4094 | 0.6274 | 1.9412 | 0.095 |
Largest Winning Trade | 81260 | 81260 | 49623 | 58066 | 58066 | 3941 |
Largest Losing Trade | -171732 | -82241 | -171732 | -121793 | -25422 | -121793 |
Avg Bars in Trades | 49 | 81 | 17 | 49 | 81 | 17 |
Avg Bars in Winners | 26 | 37 | 13 | 38 | 50 | 18 |
Avg Bars in Losers | 81 | 165 | 22 | 58 | 126 | 17 |
Bars Traded | 2905 | 2369 | 536 | 2905 | 2369 | 536 |
Profit Streak | 369.2498 | 369.2498 | 576.7498 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -403036 | 516556 | -578731 | -761925 | -151854 | -586751 |
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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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