Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214682.5937 | 245340.7829 | -30658.1892 | -1179.1965 | -10790.7959 | 9611.5993 |
Total P&L (%) | 214.6826 | 245.3408 | -30.6582 | -1.1792 | -10.7908 | 9.6116 |
Avg Daily Profit (%) | 0.152 | 0.1737 | -0.0217 | -0.0008 | -0.0081 | 0.0065 |
Buy And Hold Return (%) | 12.5965 | 12.5965 | 12.5965 | 12.5965 | 12.5965 | 12.5965 |
Max Trade Drawdown | -112807 | -102053 | -104589 | -420791 | -463505 | -143582 |
Profit Factor | 1.509 | 2.2371 | 0.8628 | 0.9987 | 0.9823 | 1.0308 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 18 | 7 | 11 | 18 | 7 | 11 |
Profitability (%) | 70.4918 | 76.6667 | 64.5161 | 70.4918 | 76.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.6317 | 0.6808 | 0.4745 | 0.4181 | 0.299 | 0.5669 |
Largest Winning Trade | 50306 | 50306 | 30073 | 113461 | 113461 | 57292 |
Largest Losing Trade | -68236 | -68236 | -46409 | -332105 | -332105 | -70768 |
Avg Bars in Trades | 37 | 66 | 9 | 37 | 66 | 9 |
Avg Bars in Winners | 17 | 29 | 4 | 17 | 29 | 4 |
Avg Bars in Losers | 85 | 188 | 19 | 85 | 188 | 19 |
Bars Traded | 2301 | 2007 | 294 | 2301 | 2007 | 294 |
Profit Streak | 0 | 593.1289 | 0 | 0 | 593.1289 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156438 | 476779 | -578658 | -744121 | -576410 | -536102 |
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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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