Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170264.8663 | 236557.475 | -66292.6087 | 29613.6825 | 522881.3997 | -493267.7172 |
Total P&L (%) | 170.2649 | 236.5575 | -66.2926 | 29.6137 | 522.8814 | -493.2677 |
Avg Daily Profit (%) | 0.1932 | 0.2685 | -0.0752 | 0.0294 | 0.2078 | 0 |
Buy And Hold Return (%) | 189.9656 | 189.9656 | 189.9656 | 189.9656 | 189.9656 | 189.9656 |
Max Trade Drawdown | -80546 | -57934 | -129551 | -496694 | -312223 | -634367 |
Profit Factor | 1.4885 | 2.6811 | 0.681 | 1.0201 | 1.9408 | 0.4603 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 66.6667 | 65.2174 | 68.0851 | 66.6667 | 65.2174 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.7442 | 1.4299 | 0.3192 | 0.5101 | 1.0351 | 0.2158 |
Largest Winning Trade | 63321 | 63321 | 10375 | 201842 | 201842 | 36750 |
Largest Losing Trade | -62292 | -43188 | -62292 | -376392 | -236648 | -376392 |
Avg Bars in Trades | 46 | 79 | 13 | 46 | 79 | 13 |
Avg Bars in Winners | 30 | 56 | 7 | 30 | 56 | 7 |
Avg Bars in Losers | 76 | 124 | 26 | 76 | 124 | 26 |
Bars Traded | 4291 | 3670 | 621 | 4291 | 3670 | 621 |
Profit Streak | 17.7971 | 0 | 72.2971 | 17.7971 | 0 | 72.2971 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155393 | -75217 | -577107 | -516107 | 338196 | -577107 |
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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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