Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430234.7153 | 446376.1408 | -16141.4256 | 170464.1825 | 195635.1844 | -25171.0019 |
Total P&L (%) | 430.2347 | 446.3761 | -16.1414 | 170.4642 | 195.6352 | -25.171 |
Avg Daily Profit (%) | 0.172 | 0.1785 | -0.0065 | 0.0398 | 0.0434 | -0.0116 |
Buy And Hold Return (%) | 178.031 | 178.031 | 178.031 | 178.031 | 178.031 | 178.031 |
Max Trade Drawdown | -102417 | -94043 | -40321 | -387326 | -363732 | -116966 |
Profit Factor | 2.3142 | 2.8362 | 0.8085 | 1.2062 | 1.313 | 0.8752 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 46.4789 | 51.4286 | 41.6667 | 46.4789 | 51.4286 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.6648 | 2.6786 | 1.1319 | 1.3889 | 1.24 | 1.2253 |
Largest Winning Trade | 322420 | 322420 | 22847 | 297982 | 297982 | 89176 |
Largest Losing Trade | -69420 | -69420 | -19710 | -323589 | -323589 | -60813 |
Avg Bars in Trades | 195 | 387 | 9 | 195 | 387 | 9 |
Avg Bars in Winners | 152 | 273 | 7 | 152 | 273 | 7 |
Avg Bars in Losers | 233 | 508 | 10 | 233 | 508 | 10 |
Bars Traded | 13911 | 13575 | 336 | 13911 | 13575 | 336 |
Profit Streak | 64.7661 | 0 | 64.9328 | 64.7661 | 0 | 64.9328 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84410 | 341190 | -581517 | -398106 | -269682 | -581517 |
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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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