Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384097.6636 | 423768.302 | -39670.6385 | -43971.8844 | 643738.6438 | -687710.5282 |
Total P&L (%) | 384.0977 | 423.7683 | -39.6706 | -43.9719 | 643.7386 | -687.7105 |
Avg Daily Profit (%) | 0.208 | 0.2295 | -0.0215 | -0.0314 | 0.1087 | 0 |
Buy And Hold Return (%) | 149.4798 | 149.4798 | 149.4798 | 149.4798 | 149.4798 | 149.4798 |
Max Trade Drawdown | -138923 | -74827 | -196553 | -673332 | -180113 | -754640 |
Profit Factor | 1.5502 | 2.8762 | 0.916 | 0.9816 | 2.0483 | 0.6127 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 55.2632 | 57.8947 | 52.6316 | 55.2632 | 57.8947 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.2549 | 2.0918 | 0.8244 | 0.7946 | 1.4897 | 0.5515 |
Largest Winning Trade | 192983 | 192983 | 74093 | 246488 | 246488 | 228622 |
Largest Losing Trade | -68826 | -31777 | -68826 | -428126 | -94217 | -428126 |
Avg Bars in Trades | 139 | 85 | 194 | 139 | 85 | 194 |
Avg Bars in Winners | 165 | 77 | 261 | 165 | 77 | 261 |
Avg Bars in Losers | 108 | 95 | 119 | 108 | 95 | 119 |
Bars Traded | 10607 | 3235 | 7372 | 10607 | 3235 | 7372 |
Profit Streak | 53.3476 | 0 | 131.0143 | 53.3476 | 0 | 131.0143 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46446 | 401146 | -579464 | -633032 | -45553 | -579464 |
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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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