Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105571.2711 | 214706.0144 | -109134.7433 | -92753.2296 | 204153.9039 | -296907.1336 |
Total P&L (%) | 105.5713 | 214.706 | -109.1347 | -92.7532 | 204.1539 | -296.9071 |
Avg Daily Profit (%) | 0.0747 | 0.152 | -0.0773 | -0.1856 | 0.0788 | 0 |
Buy And Hold Return (%) | 43.1946 | 43.1946 | 43.1946 | 43.1946 | 43.1946 | 43.1946 |
Max Trade Drawdown | -172136 | -83047 | -154892 | -393452 | -45680 | -439457 |
Profit Factor | 1.1942 | 2.4639 | 0.725 | 0.8323 | 3.8499 | 0.3831 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 24 | 20 | 36 | 19 | 17 |
Losing Trades | 24 | 10 | 14 | 32 | 15 | 17 |
Profitability (%) | 64.7059 | 70.5882 | 58.8235 | 52.9412 | 55.8824 | 50 |
Ratio Avg Win / Avg Loss | 0.6514 | 1.0266 | 0.5075 | 0.7398 | 3.0394 | 0.3831 |
Largest Winning Trade | 47487 | 39784 | 47487 | 111880 | 66116 | 111880 |
Largest Losing Trade | -126264 | -54569 | -126264 | -357343 | -24753 | -357343 |
Avg Bars in Trades | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Winners | 23 | 27 | 19 | 43 | 53 | 32 |
Avg Bars in Losers | 61 | 62 | 61 | 29 | 17 | 40 |
Bars Traded | 2531 | 1282 | 1249 | 2531 | 1282 | 1249 |
Profit Streak | 500.2358 | 617.7358 | 500.2358 | 500.2358 | 617.7358 | 500.2358 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -216245 | 483723 | -579067 | -692936 | -80294 | -580210 |
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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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