Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104946.7932 | 186186.6732 | -81239.8799 | -115725.6316 | 521468.858 | -637194.4896 |
Total P&L (%) | 104.9468 | 186.1867 | -81.2399 | -115.7256 | 521.4689 | -637.1945 |
Avg Daily Profit (%) | 0.1007 | 0.1787 | -0.078 | 0 | 0.1755 | 0 |
Buy And Hold Return (%) | 312.1005 | 312.1005 | 312.1005 | 312.1005 | 312.1005 | 312.1005 |
Max Trade Drawdown | -155724 | -40371 | -136502 | -716010 | -18354 | -760595 |
Profit Factor | 1.2742 | 3.1502 | 0.7257 | 0.8916 | 10.8916 | 0.3721 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 26 | 24 | 48 | 25 | 23 |
Losing Trades | 24 | 11 | 13 | 26 | 12 | 14 |
Profitability (%) | 67.5676 | 70.2703 | 64.8649 | 64.8649 | 67.5676 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.6116 | 1.3328 | 0.3931 | 0.4829 | 5.228 | 0.2265 |
Largest Winning Trade | 47609 | 47609 | 24720 | 179143 | 179143 | 59390 |
Largest Losing Trade | -105221 | -39636 | -105221 | -698913 | -11986 | -698913 |
Avg Bars in Trades | 329 | 320 | 338 | 329 | 320 | 338 |
Avg Bars in Winners | 233 | 258 | 205 | 258 | 269 | 245 |
Avg Bars in Losers | 530 | 468 | 583 | 461 | 426 | 490 |
Bars Traded | 24386 | 11870 | 12516 | 24386 | 11870 | 12516 |
Profit Streak | 0 | 0 | 0 | 27.4787 | 36.4787 | 27.4787 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -292215 | -150796 | -578845 | -645849 | 379678 | -578183 |
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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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