Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182590.8306 | 228026.6139 | -45435.7834 | -1009921.9724 | -437627.1078 | -572294.8645 |
Total P&L (%) | 182.5908 | 228.0266 | -45.4358 | -1009.922 | -437.6271 | -572.2949 |
Avg Daily Profit (%) | 0.1479 | 0.1847 | -0.0368 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10.2144 | 10.2144 | 10.2144 | 10.2144 | 10.2144 | 10.2144 |
Max Trade Drawdown | -72127 | -53263 | -71165 | -868603 | -460181 | -464400 |
Profit Factor | 1.3224 | 2.2354 | 0.881 | 0.4653 | 0.5135 | 0.4215 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 66 | 31 | 35 | 22 | 13 | 9 |
Losing Trades | 23 | 13 | 10 | 67 | 31 | 36 |
Profitability (%) | 74.1573 | 70.4545 | 77.7778 | 24.7191 | 29.5455 | 20 |
Ratio Avg Win / Avg Loss | 0.4608 | 0.9374 | 0.2517 | 1.4171 | 1.2245 | 1.686 |
Largest Winning Trade | 46920 | 46920 | 28486 | 213617 | 213617 | 177967 |
Largest Losing Trade | -199434 | -39614 | -199434 | -199434 | -174129 | -199434 |
Avg Bars in Trades | 79 | 86 | 72 | 79 | 86 | 72 |
Avg Bars in Winners | 53 | 59 | 48 | 146 | 149 | 142 |
Avg Bars in Losers | 151 | 149 | 154 | 57 | 59 | 54 |
Bars Traded | 7044 | 3795 | 3248 | 7044 | 3795 | 3248 |
Profit Streak | 55.1779 | 83.0112 | 55.1779 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295285 | 469543 | -575707 | -609926 | -588834 | -630063 |
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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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