Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247962.3788 | 272094.8497 | -24132.4709 | 106636.0161 | 157404.667 | -50768.651 |
Total P&L (%) | 247.9624 | 272.0949 | -24.1325 | 106.636 | 157.4047 | -50.7687 |
Avg Daily Profit (%) | 0.1756 | 0.1927 | -0.0171 | 0.0514 | 0.067 | -0.0502 |
Buy And Hold Return (%) | 55.3667 | 55.3667 | 55.3667 | 55.3667 | 55.3667 | 55.3667 |
Max Trade Drawdown | -189282 | -182603 | -62646 | -455664 | -428318 | -113926 |
Profit Factor | 1.7205 | 2.1032 | 0.7525 | 1.1627 | 1.3201 | 0.6896 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 48.3871 | 58.0645 | 38.7097 | 48.3871 | 58.0645 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.8352 | 1.519 | 1.1915 | 1.2402 | 0.9534 | 1.0919 |
Largest Winning Trade | 116164 | 116164 | 15181 | 170185 | 170185 | 25896 |
Largest Losing Trade | -62322 | -62322 | -12915 | -196173 | -196173 | -28273 |
Avg Bars in Trades | 62 | 122 | 3 | 62 | 122 | 3 |
Avg Bars in Winners | 54 | 88 | 2 | 54 | 88 | 2 |
Avg Bars in Losers | 71 | 169 | 3 | 71 | 169 | 3 |
Bars Traded | 3905 | 3802 | 103 | 3905 | 3802 | 103 |
Profit Streak | 0 | 726.7689 | 0 | 0 | 726.7689 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150250 | 450591 | -583264 | -332295 | -105838 | -583264 |
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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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