Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161787.7168 | 338942.1547 | -177154.4379 | -95392.0196 | 127162.5473 | -222554.567 |
Total P&L (%) | 161.7877 | 338.9422 | -177.1544 | -95.392 | 127.1625 | -222.5546 |
Avg Daily Profit (%) | 0.1 | 0.2095 | -0.1095 | -0.19 | 0.0507 | 0 |
Buy And Hold Return (%) | 22.8451 | 22.8451 | 22.8451 | 22.8451 | 22.8451 | 22.8451 |
Max Trade Drawdown | -227747 | -183703 | -207097 | -163553 | -52851 | -204741 |
Profit Factor | 1.2221 | 1.9204 | 0.5081 | 0.7653 | 2.044 | 0.2182 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 70.5882 | 76.1905 | 65.1163 | 70.5882 | 76.1905 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.5092 | 0.6001 | 0.2722 | 0.3189 | 0.6387 | 0.1169 |
Largest Winning Trade | 79230 | 79230 | 19221 | 31202 | 31202 | 11133 |
Largest Losing Trade | -82832 | -82832 | -75465 | -112961 | -47783 | -112961 |
Avg Bars in Trades | 212 | 388 | 40 | 212 | 388 | 40 |
Avg Bars in Winners | 106 | 181 | 19 | 106 | 181 | 19 |
Avg Bars in Losers | 466 | 1048 | 78 | 466 | 1048 | 78 |
Bars Traded | 18023 | 16300 | 1721 | 18023 | 16300 | 1721 |
Profit Streak | 569.6612 | 703.3279 | 569.6612 | 569.6612 | 703.3279 | 569.6612 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57409 | 481400 | -578184 | -576645 | -120222 | -578184 |
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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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