Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163850.3475 | 214075.1987 | -50224.8512 | -88305.4751 | -92475.6492 | 4170.1741 |
Total P&L (%) | 163.8503 | 214.0752 | -50.2249 | -88.3055 | -92.4756 | 4.1702 |
Avg Daily Profit (%) | 0.116 | 0.1516 | -0.0356 | -0.1519 | -0.183 | 0.0029 |
Buy And Hold Return (%) | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 |
Max Trade Drawdown | -118980 | -81618 | -142816 | -433053 | -359140 | -145739 |
Profit Factor | 1.4221 | 2.3366 | 0.7798 | 0.8783 | 0.8167 | 1.0189 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 12 | 4 | 8 | 12 | 4 | 8 |
Profitability (%) | 82.6087 | 88.2353 | 77.1429 | 82.6087 | 88.2353 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.2994 | 0.3115 | 0.231 | 0.1849 | 0.1089 | 0.3019 |
Largest Winning Trade | 55612 | 55612 | 19220 | 88127 | 88127 | 40485 |
Largest Losing Trade | -89136 | -81618 | -89136 | -359140 | -359140 | -94299 |
Avg Bars in Trades | 50 | 89 | 11 | 50 | 89 | 11 |
Avg Bars in Winners | 18 | 30 | 4 | 18 | 30 | 4 |
Avg Bars in Losers | 201 | 534 | 34 | 201 | 534 | 34 |
Bars Traded | 3451 | 3040 | 410 | 3451 | 3040 | 410 |
Profit Streak | 562.6761 | 703.0094 | 562.6761 | 562.6761 | 703.0094 | 562.6761 |
Trades During Streak | 4 | 11 | 2 | 4 | 11 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143958 | 430573 | -576032 | -681284 | -574652 | -551411 |
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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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