Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175987.4165 | 217714.9729 | -41727.5564 | -38019.3594 | 272518.3259 | -310537.6853 |
Total P&L (%) | 175.9874 | 217.715 | -41.7276 | -38.0194 | 272.5183 | -310.5377 |
Avg Daily Profit (%) | 0.141 | 0.1744 | -0.0334 | -0.0383 | 0.1054 | 0 |
Buy And Hold Return (%) | 52.359 | 52.359 | 52.359 | 52.359 | 52.359 | 52.359 |
Max Trade Drawdown | -244367 | -142286 | -128754 | -1560821 | -980082 | -680152 |
Profit Factor | 1.378 | 1.9414 | 0.8219 | 0.9855 | 1.2027 | 0.7572 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 44.4444 | 46.875 | 41.9355 | 44.4444 | 46.875 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.7225 | 2.2003 | 1.1381 | 1.2319 | 1.3631 | 1.0484 |
Largest Winning Trade | 177472 | 177472 | 55647 | 601588 | 601588 | 190332 |
Largest Losing Trade | -56255 | -35734 | -56255 | -296890 | -296890 | -188531 |
Avg Bars in Trades | 72 | 82 | 60 | 72 | 82 | 60 |
Avg Bars in Winners | 83 | 107 | 56 | 83 | 107 | 56 |
Avg Bars in Losers | 62 | 61 | 64 | 62 | 61 | 64 |
Bars Traded | 4538 | 2651 | 1887 | 4538 | 2651 | 1887 |
Profit Streak | 58.9849 | 108.9849 | 0 | 58.9849 | 108.9849 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158819 | 313855 | -582287 | -731988 | -54254 | -582287 |
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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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