Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151062.2407 | 205113.0113 | -54050.7706 | -22644.0291 | -4643.4362 | -18000.5929 |
Total P&L (%) | 151.0622 | 205.113 | -54.0508 | -22.644 | -4.6434 | -18.0006 |
Avg Daily Profit (%) | 0.1224 | 0.1662 | -0.0438 | -0.0208 | -0.0039 | -0.0161 |
Buy And Hold Return (%) | 23.0468 | 23.0468 | 23.0468 | 23.0468 | 23.0468 | 23.0468 |
Max Trade Drawdown | -104733 | -41825 | -105570 | -120158 | -35691 | -79530 |
Profit Factor | 1.2849 | 2.8017 | 0.8702 | 0.9476 | 0.959 | 0.9435 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 52 | 25 | 27 | 46 | 23 | 23 |
Losing Trades | 17 | 9 | 8 | 23 | 11 | 12 |
Profitability (%) | 75.3623 | 73.5294 | 77.1429 | 66.6667 | 67.6471 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.42 | 1.0086 | 0.2578 | 0.4738 | 0.4586 | 0.4923 |
Largest Winning Trade | 28823 | 28823 | 26833 | 198194 | 14516 | 198194 |
Largest Losing Trade | -169079 | -41825 | -169079 | -169079 | -35691 | -169079 |
Avg Bars in Trades | 102 | 82 | 121 | 102 | 82 | 121 |
Avg Bars in Winners | 66 | 50 | 82 | 78 | 53 | 104 |
Avg Bars in Losers | 210 | 170 | 255 | 149 | 143 | 155 |
Bars Traded | 7057 | 2794 | 4263 | 7057 | 2794 | 4263 |
Profit Streak | 26.2288 | 78.5621 | 26.2288 | 26.2288 | 78.5621 | 26.2288 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133293 | 560327 | -576727 | -683599 | -577544 | -578208 |
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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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