Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447080.8233 | 691586.4062 | -244505.5829 | -191362.029 | -412451.5071 | 221089.478 |
Total P&L (%) | 447.0808 | 691.5864 | -244.5056 | -191.362 | -412.4515 | 221.0895 |
Avg Daily Profit (%) | 0.2448 | 0.3786 | -0.1339 | 0 | 0 | 0.0639 |
Buy And Hold Return (%) | 152.1015 | 152.1015 | 152.1015 | 152.1015 | 152.1015 | 152.1015 |
Max Trade Drawdown | -199662 | -156033 | -106982 | -822382 | -793144 | -136661 |
Profit Factor | 1.534 | 3.1606 | 0.5272 | 0.8873 | 0.6218 | 1.3639 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 16 | 18 | 33 | 18 | 15 |
Losing Trades | 34 | 18 | 16 | 35 | 16 | 19 |
Profitability (%) | 50 | 47.0588 | 52.9412 | 48.5294 | 52.9412 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.534 | 3.5556 | 0.4686 | 0.9411 | 0.5527 | 1.7276 |
Largest Winning Trade | 564676 | 564676 | 62263 | 525556 | 209438 | 525556 |
Largest Losing Trade | -235390 | -58556 | -235390 | -793144 | -793144 | -235390 |
Avg Bars in Trades | 49 | 44 | 55 | 49 | 44 | 55 |
Avg Bars in Winners | 51 | 47 | 55 | 48 | 41 | 57 |
Avg Bars in Losers | 48 | 41 | 55 | 50 | 47 | 53 |
Bars Traded | 3379 | 1503 | 1876 | 3379 | 1503 | 1876 |
Profit Streak | 12.3182 | 93.8182 | 0 | 0 | 0 | 87.8182 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105417 | 506393 | -580413 | -695127 | -580413 | -132050 |
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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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