Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243119.7468 | 316178.8241 | -73059.0773 | -70060.4607 | 118689.2175 | -188749.6783 |
Total P&L (%) | 243.1197 | 316.1788 | -73.0591 | -70.0605 | 118.6892 | -188.7497 |
Avg Daily Profit (%) | 0.1316 | 0.1712 | -0.0396 | -0.0653 | 0.0424 | 0 |
Buy And Hold Return (%) | 32.5758 | 32.5758 | 32.5758 | 32.5758 | 32.5758 | 32.5758 |
Max Trade Drawdown | -245905 | -195852 | -95767 | -911927 | -795977 | -333136 |
Profit Factor | 1.3921 | 1.8711 | 0.7158 | 0.9626 | 1.0934 | 0.6854 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50 | 51.6129 | 48.3871 | 50 | 51.6129 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.3921 | 1.7542 | 0.7635 | 0.9626 | 1.025 | 0.7311 |
Largest Winning Trade | 209206 | 209206 | 18261 | 281674 | 281674 | 96999 |
Largest Losing Trade | -61617 | -61617 | -50015 | -394090 | -394090 | -206588 |
Avg Bars in Trades | 341 | 599 | 83 | 341 | 599 | 83 |
Avg Bars in Winners | 212 | 347 | 67 | 212 | 347 | 67 |
Avg Bars in Losers | 471 | 867 | 98 | 471 | 867 | 98 |
Bars Traded | 21183 | 18582 | 2601 | 21183 | 18582 | 2601 |
Profit Streak | 68.064 | 0 | 68.2307 | 68.064 | 0 | 68.2307 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174602 | 399431 | -580886 | -738719 | -256515 | -580886 |
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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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