Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400353.3606 | 434456.9544 | -34103.5937 | 5082.0744 | 165511.6523 | -160429.5779 |
Total P&L (%) | 400.3534 | 434.457 | -34.1036 | 5.0821 | 165.5117 | -160.4296 |
Avg Daily Profit (%) | 0.2131 | 0.2313 | -0.0182 | 0.0026 | 0.052 | 0 |
Buy And Hold Return (%) | 74.933 | 74.933 | 74.933 | 74.933 | 74.933 | 74.933 |
Max Trade Drawdown | -196320 | -118323 | -140477 | -279819 | -166451 | -175309 |
Profit Factor | 1.4187 | 1.8922 | 0.9273 | 1.0081 | 1.5519 | 0.5081 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 47.9167 | 44.4444 | 51.3889 | 47.9167 | 44.4444 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.5421 | 2.3652 | 0.8772 | 1.0958 | 1.9399 | 0.4806 |
Largest Winning Trade | 187624 | 187624 | 54274 | 144590 | 144590 | 23229 |
Largest Losing Trade | -46983 | -46983 | -44035 | -88721 | -88721 | -52500 |
Avg Bars in Trades | 37 | 31 | 43 | 37 | 31 | 43 |
Avg Bars in Winners | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Losers | 32 | 24 | 40 | 32 | 24 | 40 |
Bars Traded | 5402 | 2257 | 3145 | 5402 | 2257 | 3145 |
Profit Streak | 65.6237 | 0 | 84.957 | 65.6237 | 0 | 84.957 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312428 | -70939 | -659094 | -566533 | -207865 | -659094 |
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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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