Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120005.3212 | 190318.2834 | -70312.9621 | -341799.4736 | -120623.8901 | -221175.5835 |
Total P&L (%) | 120.0053 | 190.3183 | -70.313 | -341.7995 | -120.6239 | -221.1756 |
Avg Daily Profit (%) | 0.096 | 0.1522 | -0.0562 | 0 | 0 | 0 |
Buy And Hold Return (%) | 15.4241 | 15.4241 | 15.4241 | 15.4241 | 15.4241 | 15.4241 |
Max Trade Drawdown | -87370 | -45216 | -89664 | -228368 | -160624 | -145520 |
Profit Factor | 1.2235 | 2.3076 | 0.8203 | 0.5734 | 0.6043 | 0.5544 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 24 | 24 | 23 | 12 | 11 |
Losing Trades | 24 | 12 | 12 | 49 | 24 | 25 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 31.9444 | 33.3333 | 30.5556 |
Ratio Avg Win / Avg Loss | 0.6118 | 1.1538 | 0.4102 | 1.2215 | 1.2085 | 1.2599 |
Largest Winning Trade | 44852 | 44852 | 27230 | 149713 | 91827 | 149713 |
Largest Losing Trade | -190630 | -36729 | -190630 | -190630 | -48666 | -190630 |
Avg Bars in Trades | 98 | 107 | 90 | 98 | 107 | 90 |
Avg Bars in Winners | 62 | 73 | 51 | 167 | 174 | 160 |
Avg Bars in Losers | 171 | 174 | 168 | 66 | 73 | 59 |
Bars Traded | 7105 | 3855 | 3250 | 7105 | 3855 | 3250 |
Profit Streak | 69.8735 | 96.5402 | 69.8735 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146726 | 504425 | -577651 | -669910 | -585594 | -586675 |
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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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