Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160251.9858 | 211255.7706 | -51003.7847 | -208133.7316 | -148662.4916 | -59471.24 |
Total P&L (%) | 160.252 | 211.2558 | -51.0038 | -208.1337 | -148.6625 | -59.4712 |
Avg Daily Profit (%) | 0.1291 | 0.1702 | -0.0411 | 0 | 0 | -0.0727 |
Buy And Hold Return (%) | 13.7051 | 13.7051 | 13.7051 | 13.7051 | 13.7051 | 13.7051 |
Max Trade Drawdown | -192719 | -47348 | -203645 | -460048 | -163050 | -346941 |
Profit Factor | 1.2298 | 2.0011 | 0.8951 | 0.8054 | 0.6374 | 0.9098 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 64 | 29 | 35 | 31 | 18 | 13 |
Losing Trades | 32 | 19 | 13 | 65 | 30 | 35 |
Profitability (%) | 66.6667 | 60.4167 | 72.9167 | 32.2917 | 37.5 | 27.0833 |
Ratio Avg Win / Avg Loss | 0.6149 | 1.3111 | 0.3325 | 1.6888 | 1.0623 | 2.4496 |
Largest Winning Trade | 59060 | 59060 | 42713 | 256096 | 87132 | 256096 |
Largest Losing Trade | -178964 | -34503 | -178964 | -220275 | -57402 | -220275 |
Avg Bars in Trades | 151 | 140 | 162 | 151 | 140 | 162 |
Avg Bars in Winners | 120 | 109 | 129 | 203 | 192 | 220 |
Avg Bars in Losers | 212 | 186 | 249 | 125 | 109 | 140 |
Bars Traded | 14509 | 6730 | 7779 | 14509 | 6730 | 7779 |
Profit Streak | 0 | 0 | 67.1874 | 7.9374 | 52.6874 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19994 | 413873 | -576748 | -583955 | -582897 | -598822 |
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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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