Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194557.8058 | 245845.3765 | -51287.5707 | -214336.7849 | 51786.6859 | -266123.4708 |
Total P&L (%) | 194.5578 | 245.8454 | -51.2876 | -214.3368 | 51.7867 | -266.1235 |
Avg Daily Profit (%) | 0.1377 | 0.1741 | -0.0363 | 0 | 0.0295 | 0 |
Buy And Hold Return (%) | 60.1203 | 60.1203 | 60.1203 | 60.1203 | 60.1203 | 60.1203 |
Max Trade Drawdown | -242821 | -122190 | -187247 | -339615 | -106079 | -303824 |
Profit Factor | 1.3872 | 2.4704 | 0.847 | 0.5614 | 1.4247 | 0.2744 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 19 | 19 | 28 | 15 | 13 |
Losing Trades | 27 | 13 | 14 | 37 | 17 | 20 |
Profitability (%) | 58.4615 | 59.375 | 57.5758 | 43.0769 | 46.875 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.9857 | 1.6903 | 0.6241 | 0.7419 | 1.6147 | 0.4222 |
Largest Winning Trade | 81961 | 81961 | 47891 | 101473 | 101473 | 27637 |
Largest Losing Trade | -128823 | -47895 | -128823 | -276111 | -40654 | -276111 |
Avg Bars in Trades | 37 | 40 | 35 | 37 | 40 | 35 |
Avg Bars in Winners | 28 | 35 | 20 | 45 | 44 | 47 |
Avg Bars in Losers | 51 | 46 | 56 | 31 | 36 | 28 |
Bars Traded | 2466 | 1284 | 1182 | 2466 | 1284 | 1182 |
Profit Streak | 532.2214 | 621.2214 | 532.2214 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147047 | 435794 | -579236 | -719747 | -318477 | -584927 |
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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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