Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320746.4437 | 523833.9166 | -203087.4729 | -99282.9924 | -194910.2466 | 95627.2542 |
Total P&L (%) | 320.7464 | 523.8339 | -203.0875 | -99.283 | -194.9102 | 95.6273 |
Avg Daily Profit (%) | 0.1387 | 0.2265 | -0.0878 | -0.2133 | 0 | 0.029 |
Buy And Hold Return (%) | 15.9696 | 15.9696 | 15.9696 | 15.9696 | 15.9696 | 15.9696 |
Max Trade Drawdown | -244580 | -151472 | -392663 | -591828 | -394658 | -438314 |
Profit Factor | 1.3274 | 2.4443 | 0.6709 | 0.8862 | 0.5462 | 1.2157 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 12 | 14 | 30 | 12 | 18 |
Losing Trades | 33 | 18 | 15 | 29 | 18 | 11 |
Profitability (%) | 44.0678 | 40 | 48.2759 | 50.8475 | 40 | 62.069 |
Ratio Avg Win / Avg Loss | 1.6848 | 3.6665 | 0.7188 | 0.8567 | 0.8193 | 0.7429 |
Largest Winning Trade | 238458 | 238458 | 65404 | 173275 | 101483 | 173275 |
Largest Losing Trade | -129116 | -59423 | -129116 | -377415 | -211026 | -377415 |
Avg Bars in Trades | 68 | 64 | 72 | 68 | 64 | 72 |
Avg Bars in Winners | 83 | 61 | 102 | 80 | 71 | 86 |
Avg Bars in Losers | 56 | 66 | 44 | 56 | 59 | 50 |
Bars Traded | 4042 | 1927 | 2115 | 4042 | 1927 | 2115 |
Profit Streak | 137.6522 | 137.6522 | 141.1522 | 137.6522 | 137.6522 | 141.1522 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187395 | 343991 | -580932 | -759207 | -584144 | -154810 |
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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) |
---|