Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216568.2687 | 216117.7579 | 450.5109 | -94746.5449 | -233785.2039 | 139038.659 |
Total P&L (%) | 216.5683 | 216.1178 | 0.4505 | -94.7465 | -233.7852 | 139.0387 |
Avg Daily Profit (%) | 0.1534 | 0.1531 | 0.0003 | -0.2084 | 0 | 0.0617 |
Buy And Hold Return (%) | 30.9453 | 30.9453 | 30.9453 | 30.9453 | 30.9453 | 30.9453 |
Max Trade Drawdown | -133059 | -75019 | -129489 | -950486 | -716745 | -388944 |
Profit Factor | 1.6266 | 2.6713 | 1.0021 | 0.926 | 0.7233 | 1.3194 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 9 | 4 | 5 | 9 | 4 | 5 |
Profitability (%) | 86.9565 | 88.2353 | 85.7143 | 86.9565 | 88.2353 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.244 | 0.3562 | 0.167 | 0.1389 | 0.0964 | 0.2199 |
Largest Winning Trade | 55612 | 55612 | 20304 | 161249 | 139435 | 161249 |
Largest Losing Trade | -97967 | -75019 | -97967 | -716745 | -716745 | -372120 |
Avg Bars in Trades | 50 | 85 | 15 | 50 | 85 | 15 |
Avg Bars in Winners | 13 | 21 | 6 | 13 | 21 | 6 |
Avg Bars in Losers | 292 | 569 | 71 | 292 | 569 | 71 |
Bars Traded | 3456 | 2910 | 546 | 3456 | 2910 | 546 |
Profit Streak | 0 | 593.893 | 0 | 0 | 593.893 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93911 | 545680 | -573348 | -682212 | -575147 | -109026 |
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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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