Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160637.9605 | 248784.1379 | -88146.1774 | -45204.1931 | 318676.1314 | -363880.3245 |
Total P&L (%) | 160.638 | 248.7841 | -88.1462 | -45.2042 | 318.6761 | -363.8803 |
Avg Daily Profit (%) | 0.1137 | 0.1761 | -0.0624 | -0.0426 | 0.1014 | 0 |
Buy And Hold Return (%) | 30.6379 | 30.6379 | 30.6379 | 30.6379 | 30.6379 | 30.6379 |
Max Trade Drawdown | -152502 | -71729 | -145048 | -527528 | -65288 | -565985 |
Profit Factor | 1.2986 | 2.8045 | 0.7797 | 0.9464 | 3.4661 | 0.491 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 49 | 26 | 23 | 39 | 18 | 21 |
Losing Trades | 21 | 9 | 12 | 31 | 17 | 14 |
Profitability (%) | 70 | 74.2857 | 65.7143 | 55.7143 | 51.4286 | 60 |
Ratio Avg Win / Avg Loss | 0.5566 | 0.9708 | 0.4068 | 0.7523 | 3.2736 | 0.3273 |
Largest Winning Trade | 44540 | 42243 | 44540 | 207465 | 101485 | 207465 |
Largest Losing Trade | -126264 | -51901 | -126264 | -445987 | -43241 | -445987 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 22 | 26 | 17 | 41 | 56 | 27 |
Avg Bars in Losers | 68 | 67 | 69 | 29 | 16 | 46 |
Bars Traded | 2530 | 1297 | 1233 | 2530 | 1297 | 1233 |
Profit Streak | 530.5001 | 618.0001 | 530.5001 | 530.5001 | 618.0001 | 530.5001 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138454 | 521277 | -577415 | -677150 | -49415 | -578156 |
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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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