Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193903.4109 | 202991.8403 | -9088.4294 | 66236.5119 | 176429.6665 | -110193.1547 |
Total P&L (%) | 193.9034 | 202.9918 | -9.0884 | 66.2365 | 176.4297 | -110.1932 |
Avg Daily Profit (%) | 0.1862 | 0.1949 | -0.0087 | 0.0488 | 0.0977 | 0 |
Buy And Hold Return (%) | 53.0686 | 53.0686 | 53.0686 | 53.0686 | 53.0686 | 53.0686 |
Max Trade Drawdown | -90690 | -63914 | -40833 | -334173 | -224601 | -151136 |
Profit Factor | 1.6229 | 1.9556 | 0.9081 | 1.0826 | 1.3334 | 0.5962 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.1549 | 60 | 58.3333 | 59.1549 | 60 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1206 | 1.3037 | 0.6486 | 0.7475 | 0.8889 | 0.4259 |
Largest Winning Trade | 120419 | 120419 | 14375 | 217000 | 217000 | 36649 |
Largest Losing Trade | -53822 | -53822 | -27706 | -186722 | -186722 | -107235 |
Avg Bars in Trades | 332 | 628 | 44 | 332 | 628 | 44 |
Avg Bars in Winners | 200 | 373 | 26 | 200 | 373 | 26 |
Avg Bars in Losers | 524 | 1010 | 70 | 524 | 1010 | 70 |
Bars Traded | 23599 | 21982 | 1617 | 23599 | 21982 | 1617 |
Profit Streak | 13.9596 | 0 | 47.543 | 13.9596 | 0 | 47.543 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82281 | 327229 | -578710 | -436888 | -65502 | -578710 |
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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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