Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231313.5865 | 221927.5995 | 9385.987 | -55755.7454 | -317246.5244 | 261490.779 |
Total P&L (%) | 231.3136 | 221.9276 | 9.386 | -55.7557 | -317.2465 | 261.4908 |
Avg Daily Profit (%) | 0.1638 | 0.1572 | 0.0066 | -0.0577 | 0 | 0.0911 |
Buy And Hold Return (%) | 20.0353 | 20.0353 | 20.0353 | 20.0353 | 20.0353 | 20.0353 |
Max Trade Drawdown | -148778 | -77109 | -127596 | -1538016 | -1201440 | -551351 |
Profit Factor | 1.6788 | 2.7002 | 1.0446 | 0.9727 | 0.7695 | 1.3932 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 10 | 3 | 7 | 10 | 3 | 7 |
Profitability (%) | 87.013 | 92.1053 | 82.0513 | 87.013 | 92.1053 | 82.0513 |
Ratio Avg Win / Avg Loss | 0.2506 | 0.2314 | 0.2285 | 0.1452 | 0.066 | 0.3048 |
Largest Winning Trade | 55612 | 55612 | 24230 | 308608 | 207329 | 308608 |
Largest Losing Trade | -83352 | -75931 | -83352 | -1201440 | -1201440 | -384919 |
Avg Bars in Trades | 44 | 75 | 14 | 44 | 75 | 14 |
Avg Bars in Winners | 14 | 21 | 5 | 14 | 21 | 5 |
Avg Bars in Losers | 251 | 706 | 56 | 251 | 706 | 56 |
Bars Traded | 3456 | 2880 | 576 | 3456 | 2880 | 576 |
Profit Streak | 0 | 710.3712 | 0 | 0 | 710.3712 | 0 |
Trades During Streak | 0 | 14 | 0 | 0 | 14 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33714 | 582876 | -518419 | -622207 | -574215 | -68030 |
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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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