Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79667.6208 | 215251.4618 | -135583.841 | -37449.9651 | -96847.188 | 59397.223 |
Total P&L (%) | 79.6676 | 215.2515 | -135.5838 | -37.45 | -96.8472 | 59.3972 |
Avg Daily Profit (%) | 0.0564 | 0.1524 | -0.096 | -0.0332 | -0.2445 | 0.033 |
Buy And Hold Return (%) | 63.1495 | 63.1495 | 63.1495 | 63.1495 | 63.1495 | 63.1495 |
Max Trade Drawdown | -176959 | -41252 | -225522 | -698749 | -233655 | -552734 |
Profit Factor | 1.133 | 2.6273 | 0.7095 | 0.9642 | 0.7498 | 1.0902 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 39 | 19 | 20 | 25 | 14 | 11 |
Losing Trades | 24 | 13 | 11 | 38 | 18 | 20 |
Profitability (%) | 61.9048 | 59.375 | 64.5161 | 39.6825 | 43.75 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.6972 | 1.7976 | 0.3902 | 1.4655 | 0.9641 | 1.9823 |
Largest Winning Trade | 95246 | 95246 | 57372 | 352387 | 81747 | 352387 |
Largest Losing Trade | -155632 | -22559 | -155632 | -329508 | -75167 | -329508 |
Avg Bars in Trades | 82 | 46 | 118 | 82 | 46 | 118 |
Avg Bars in Winners | 87 | 48 | 124 | 78 | 55 | 107 |
Avg Bars in Losers | 72 | 43 | 107 | 84 | 39 | 124 |
Bars Traded | 5169 | 1491 | 3678 | 5169 | 1491 | 3678 |
Profit Streak | 559.7058 | 629.7058 | 559.7058 | 650.9558 | 651.4558 | 650.9558 |
Trades During Streak | 3 | 2 | 1 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -425977 | 418258 | -578352 | -733036 | -581908 | -439428 |
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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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