Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194293.2289 | 426705.386 | -232412.1571 | -101817.7305 | 443351.1286 | -545168.8591 |
Total P&L (%) | 194.2932 | 426.7054 | -232.4122 | -101.8177 | 443.3511 | -545.1689 |
Avg Daily Profit (%) | 0.1077 | 0.2365 | -0.1288 | 0 | 0.0939 | 0 |
Buy And Hold Return (%) | 180.7808 | 180.7808 | 180.7808 | 180.7808 | 180.7808 | 180.7808 |
Max Trade Drawdown | -248258 | -224802 | -295150 | -431386 | -50080 | -573297 |
Profit Factor | 1.2359 | 2.292 | 0.529 | 0.8557 | 8.3056 | 0.1544 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 18 | 17 | 30 | 21 | 9 |
Losing Trades | 30 | 15 | 15 | 35 | 12 | 23 |
Profitability (%) | 53.8462 | 54.5455 | 53.125 | 46.1538 | 63.6364 | 28.125 |
Ratio Avg Win / Avg Loss | 1.0593 | 1.91 | 0.4667 | 0.9983 | 4.7461 | 0.3945 |
Largest Winning Trade | 378953 | 378953 | 51396 | 254329 | 254329 | 48196 |
Largest Losing Trade | -129879 | -62662 | -129879 | -417489 | -47483 | -417489 |
Avg Bars in Trades | 79 | 111 | 46 | 79 | 111 | 46 |
Avg Bars in Winners | 53 | 48 | 58 | 119 | 146 | 55 |
Avg Bars in Losers | 110 | 187 | 34 | 45 | 50 | 43 |
Bars Traded | 5190 | 3687 | 1503 | 5190 | 3687 | 1503 |
Profit Streak | 0 | 0 | 0 | 20.4225 | 316.0892 | 20.4225 |
Trades During Streak | 0 | 0 | 0 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -327537 | 301499 | -580405 | -717082 | -59842 | -596298 |
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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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