Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175824.8267 | 315358.7883 | -139533.9616 | -83114.2877 | 78196.7899 | -161311.0775 |
Total P&L (%) | 175.8248 | 315.3588 | -139.534 | -83.1143 | 78.1968 | -161.3111 |
Avg Daily Profit (%) | 0.1087 | 0.1949 | -0.0862 | -0.1099 | 0.0357 | 0 |
Buy And Hold Return (%) | 24.0346 | 24.0346 | 24.0346 | 24.0346 | 24.0346 | 24.0346 |
Max Trade Drawdown | -185633 | -149191 | -169840 | -144159 | -92659 | -185637 |
Profit Factor | 1.2411 | 1.977 | 0.6568 | 0.8562 | 1.3319 | 0.529 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 40.6977 | 44.186 | 37.2093 | 40.6977 | 44.186 | 37.2093 |
Ratio Avg Win / Avg Loss | 1.8084 | 2.4973 | 1.1083 | 1.2476 | 1.6824 | 0.8927 |
Largest Winning Trade | 186581 | 186581 | 63383 | 73540 | 73540 | 52812 |
Largest Losing Trade | -63296 | -51393 | -63296 | -85633 | -57244 | -85633 |
Avg Bars in Trades | 221 | 211 | 230 | 221 | 211 | 230 |
Avg Bars in Winners | 368 | 356 | 382 | 368 | 356 | 382 |
Avg Bars in Losers | 120 | 96 | 140 | 120 | 96 | 140 |
Bars Traded | 19030 | 9099 | 9931 | 19030 | 9099 | 9931 |
Profit Streak | 0 | 0 | 548.4916 | 0 | 0 | 548.4916 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50468 | 328440 | -583450 | -582499 | -148896 | -585117 |
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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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