Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293824.9014 | 247914.2139 | 45910.6875 | -738752.1134 | -299315.8701 | -439436.2433 |
Total P&L (%) | 293.8249 | 247.9142 | 45.9107 | -738.7521 | -299.3159 | -439.4362 |
Avg Daily Profit (%) | 0.1722 | 0.1453 | 0.0269 | 0 | 0 | 0 |
Buy And Hold Return (%) | 57.827 | 57.827 | 57.827 | 57.827 | 57.827 | 57.827 |
Max Trade Drawdown | -128515 | -25882 | -128515 | -862457 | -368045 | -494412 |
Profit Factor | 1.841 | 3.739 | 1.1774 | 0.4418 | 0.4307 | 0.4491 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 84 | 39 | 45 | 55 | 32 | 23 |
Losing Trades | 49 | 28 | 21 | 78 | 35 | 43 |
Profitability (%) | 63.1579 | 58.209 | 68.1818 | 41.3534 | 47.7612 | 34.8485 |
Ratio Avg Win / Avg Loss | 1.0739 | 2.6844 | 0.5494 | 0.6266 | 0.4711 | 0.8396 |
Largest Winning Trade | 59380 | 59380 | 31281 | 189770 | 48008 | 189770 |
Largest Losing Trade | -128515 | -15641 | -128515 | -287495 | -94763 | -287495 |
Avg Bars in Trades | 22 | 8 | 36 | 22 | 8 | 36 |
Avg Bars in Winners | 18 | 9 | 25 | 22 | 7 | 44 |
Avg Bars in Losers | 29 | 7 | 59 | 22 | 9 | 32 |
Bars Traded | 2986 | 577 | 2409 | 2986 | 577 | 2409 |
Profit Streak | 192.475 | 192.475 | 193.475 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445182 | -108070 | -470214 | -583510 | -698328 | -711128 |
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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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