Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165465.0321 | 224189.2624 | -58724.2303 | -720799.9843 | -522011.093 | -198788.8914 |
Total P&L (%) | 165.465 | 224.1893 | -58.7242 | -720.8 | -522.0111 | -198.7889 |
Avg Daily Profit (%) | 0.1324 | 0.1794 | -0.047 | 0 | 0 | 0 |
Buy And Hold Return (%) | 95.916 | 95.916 | 95.916 | 95.916 | 95.916 | 95.916 |
Max Trade Drawdown | -219132 | -27788 | -96127 | -1110189 | -576790 | -534807 |
Profit Factor | 1.3034 | 2.7803 | 0.86 | 0.6254 | 0.3582 | 0.8211 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 23 | 25 | 30 | 17 | 13 |
Losing Trades | 30 | 16 | 14 | 48 | 22 | 26 |
Profitability (%) | 61.5385 | 58.9744 | 64.1026 | 38.4615 | 43.5897 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.8146 | 1.9341 | 0.4816 | 1.0007 | 0.4636 | 1.6421 |
Largest Winning Trade | 48794 | 48794 | 36200 | 637324 | 82247 | 637324 |
Largest Losing Trade | -194108 | -22213 | -194108 | -229642 | -164319 | -229642 |
Avg Bars in Trades | 92 | 77 | 107 | 92 | 77 | 107 |
Avg Bars in Winners | 83 | 68 | 97 | 102 | 92 | 115 |
Avg Bars in Losers | 107 | 89 | 126 | 86 | 64 | 103 |
Bars Traded | 7219 | 3009 | 4210 | 7219 | 3009 | 4210 |
Profit Streak | 20.6 | 0 | 22.2667 | 0 | 21.4333 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63020 | 334616 | -577885 | -622376 | -582699 | -584461 |
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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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