Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156673.9875 | 357043.1791 | -200369.1916 | -96624.8547 | 85571.3913 | -182196.2461 |
Total P&L (%) | 156.674 | 357.0432 | -200.3692 | -96.6249 | 85.5714 | -182.1962 |
Avg Daily Profit (%) | 0.0837 | 0.1908 | -0.1071 | -0.1809 | 0.033 | 0 |
Buy And Hold Return (%) | 16.0504 | 16.0504 | 16.0504 | 16.0504 | 16.0504 | 16.0504 |
Max Trade Drawdown | -351814 | -167098 | -214788 | -202357 | -102238 | -112463 |
Profit Factor | 1.1768 | 1.8531 | 0.5716 | 0.679 | 1.754 | 0.0285 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 39.6825 | 40.625 | 38.7097 | 39.6825 | 40.625 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.7887 | 2.7084 | 0.905 | 1.0321 | 2.5635 | 0.0451 |
Largest Winning Trade | 259392 | 259392 | 43961 | 146567 | 146567 | 1453 |
Largest Losing Trade | -55786 | -53987 | -55786 | -86008 | -86008 | -71295 |
Avg Bars in Trades | 82 | 69 | 96 | 82 | 69 | 96 |
Avg Bars in Winners | 123 | 104 | 144 | 123 | 104 | 144 |
Avg Bars in Losers | 55 | 44 | 66 | 55 | 44 | 66 |
Bars Traded | 5211 | 2211 | 3000 | 5211 | 2211 | 3000 |
Profit Streak | 77.2752 | 201.6086 | 0 | 77.2752 | 201.6086 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -260870 | 300861 | -585208 | -733843 | -149244 | -584930 |
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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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