Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244724.8429 | 305075.4409 | -60350.598 | -21611.2916 | 147269.2564 | -168880.548 |
Total P&L (%) | 244.7248 | 305.0754 | -60.3506 | -21.6113 | 147.2693 | -168.8805 |
Avg Daily Profit (%) | 0.1343 | 0.1674 | -0.0331 | -0.0134 | 0.0497 | 0 |
Buy And Hold Return (%) | 132.5307 | 132.5307 | 132.5307 | 132.5307 | 132.5307 | 132.5307 |
Max Trade Drawdown | -147709 | -36264 | -111641 | -188686 | -33740 | -85018 |
Profit Factor | 1.4298 | 2.3666 | 0.8257 | 0.951 | 2.0755 | 0.4453 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 56.7568 | 62.1622 | 51.3514 | 56.7568 | 62.1622 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.0894 | 1.4406 | 0.7822 | 0.7246 | 1.2634 | 0.4218 |
Largest Winning Trade | 103862 | 103862 | 80181 | 103862 | 103862 | 27947 |
Largest Losing Trade | -63673 | -36264 | -63673 | -129806 | -29669 | -129806 |
Avg Bars in Trades | 45 | 17 | 74 | 45 | 17 | 74 |
Avg Bars in Winners | 57 | 13 | 110 | 57 | 13 | 110 |
Avg Bars in Losers | 30 | 24 | 35 | 30 | 24 | 35 |
Bars Traded | 3399 | 660 | 2738 | 3399 | 660 | 2738 |
Profit Streak | 0 | 272.1936 | 0 | 0 | 272.1936 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88375 | 312936 | -580597 | -648401 | -252055 | -580597 |
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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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