Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237947.9571 | 298466.7451 | -60518.7881 | -73427.1453 | 76276.8804 | -149704.0257 |
Total P&L (%) | 237.948 | 298.4667 | -60.5188 | -73.4271 | 76.2769 | -149.704 |
Avg Daily Profit (%) | 0.1233 | 0.1546 | -0.0313 | -0.0686 | 0.0294 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174920 | -197289 | -105859 | -297952 | -324248 | -213796 |
Profit Factor | 1.4627 | 2.007 | 0.7222 | 0.8958 | 1.1921 | 0.5131 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 51.3889 | 50 | 52.7778 | 51.3889 | 50 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3837 | 2.007 | 0.6461 | 0.8474 | 1.1921 | 0.4591 |
Largest Winning Trade | 346594 | 346594 | 23896 | 233322 | 233322 | 37248 |
Largest Losing Trade | -62524 | -61349 | -62524 | -194852 | -194852 | -112314 |
Avg Bars in Trades | 97 | 175 | 19 | 97 | 175 | 19 |
Avg Bars in Winners | 92 | 170 | 19 | 92 | 170 | 19 |
Avg Bars in Losers | 102 | 179 | 20 | 102 | 179 | 20 |
Bars Traded | 7021 | 6312 | 709 | 7021 | 6312 | 709 |
Profit Streak | 156.4635 | 161.2135 | 156.4635 | 156.4635 | 161.2135 | 156.4635 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109600 | 432372 | -579177 | -662993 | -161887 | -579177 |
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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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