Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291539.5599 | 373150.3554 | -81610.7955 | -64219.3277 | 135707.7096 | -199927.0374 |
Total P&L (%) | 291.5396 | 373.1504 | -81.6108 | -64.2193 | 135.7077 | -199.927 |
Avg Daily Profit (%) | 0.2347 | 0.3004 | -0.0657 | -0.0827 | 0.069 | 0 |
Buy And Hold Return (%) | 17.1722 | 17.1722 | 17.1722 | 17.1722 | 17.1722 | 17.1722 |
Max Trade Drawdown | -250959 | -160451 | -136609 | -793310 | -519909 | -373655 |
Profit Factor | 1.457 | 1.8695 | 0.6091 | 0.9702 | 1.087 | 0.6628 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 38.2716 | 40 | 36.5854 | 38.2716 | 40 | 36.5854 |
Ratio Avg Win / Avg Loss | 2.35 | 2.8042 | 1.0558 | 1.5648 | 1.6305 | 1.1489 |
Largest Winning Trade | 354690 | 354690 | 21008 | 572579 | 572579 | 109191 |
Largest Losing Trade | -38612 | -36772 | -38612 | -175414 | -175414 | -102925 |
Avg Bars in Trades | 44 | 83 | 7 | 44 | 83 | 7 |
Avg Bars in Winners | 61 | 114 | 5 | 61 | 114 | 5 |
Avg Bars in Losers | 33 | 61 | 8 | 33 | 61 | 8 |
Bars Traded | 3610 | 3320 | 290 | 3610 | 3320 | 290 |
Profit Streak | 0 | 101.074 | 0 | 0 | 101.074 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10766 | 314168 | -584014 | -598838 | -227773 | -584014 |
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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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