Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395532.2441 | 443855.1837 | -48322.9396 | -43655.0001 | 98286.0354 | -141941.0355 |
Total P&L (%) | 395.5322 | 443.8552 | -48.3229 | -43.655 | 98.286 | -141.941 |
Avg Daily Profit (%) | 0.2175 | 0.244 | -0.0266 | -0.0315 | 0.0376 | 0 |
Buy And Hold Return (%) | 198.0921 | 198.0921 | 198.0921 | 198.0921 | 198.0921 | 198.0921 |
Max Trade Drawdown | -164974 | -107353 | -146054 | -216327 | -46423 | -205792 |
Profit Factor | 1.5738 | 2.4784 | 0.8758 | 0.8815 | 1.8916 | 0.45 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 16 | 18 | 32 | 18 | 14 |
Losing Trades | 26 | 14 | 12 | 28 | 12 | 16 |
Profitability (%) | 56.6667 | 53.3333 | 60 | 53.3333 | 60 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.2035 | 2.1686 | 0.5839 | 0.7713 | 1.261 | 0.5142 |
Largest Winning Trade | 134643 | 134643 | 57272 | 66712 | 66712 | 43575 |
Largest Losing Trade | -122918 | -44333 | -122918 | -164616 | -28229 | -164616 |
Avg Bars in Trades | 117 | 129 | 105 | 117 | 129 | 105 |
Avg Bars in Winners | 115 | 119 | 111 | 111 | 125 | 93 |
Avg Bars in Losers | 120 | 140 | 96 | 124 | 135 | 116 |
Bars Traded | 7046 | 3883 | 3163 | 7046 | 3883 | 3163 |
Profit Streak | 28.1234 | 172.6234 | 0 | 28.1234 | 172.6234 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169478 | 331348 | -579529 | -753305 | -303279 | -582121 |
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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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