Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369132.1068 | 432409.8081 | -63277.7013 | -5503.9665 | 308542.7006 | -314046.6671 |
Total P&L (%) | 369.1321 | 432.4098 | -63.2777 | -5.504 | 308.5427 | -314.0467 |
Avg Daily Profit (%) | 0.2281 | 0.2673 | -0.0391 | -0.0035 | 0.087 | 0 |
Buy And Hold Return (%) | 21.4036 | 21.4036 | 21.4036 | 21.4036 | 21.4036 | 21.4036 |
Max Trade Drawdown | -247382 | -173677 | -122461 | -1374319 | -1113952 | -799485 |
Profit Factor | 1.5661 | 2.4832 | 0.8245 | 0.9982 | 1.2011 | 0.8003 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 40.2778 | 41.6667 | 38.8889 | 40.2778 | 41.6667 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.3221 | 3.4764 | 1.2956 | 1.4801 | 1.6816 | 1.2576 |
Largest Winning Trade | 194744 | 194744 | 60130 | 535105 | 461425 | 535105 |
Largest Losing Trade | -52994 | -52994 | -50345 | -757429 | -757429 | -369976 |
Avg Bars in Trades | 263 | 257 | 270 | 263 | 257 | 270 |
Avg Bars in Winners | 429 | 419 | 439 | 429 | 419 | 439 |
Avg Bars in Losers | 152 | 141 | 162 | 152 | 141 | 162 |
Bars Traded | 18994 | 9266 | 9728 | 18994 | 9266 | 9728 |
Profit Streak | 0 | 0 | 589.8405 | 0 | 0 | 589.8405 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76875 | 348682 | -582475 | -666669 | -79427 | -582475 |
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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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