Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244844.9605 | 260969.1107 | -16124.1502 | 19332.329 | 193205.7747 | -173873.4457 |
Total P&L (%) | 244.845 | 260.9691 | -16.1242 | 19.3323 | 193.2058 | -173.8734 |
Avg Daily Profit (%) | 0.2013 | 0.2145 | -0.0133 | 0.0145 | 0.0885 | 0 |
Buy And Hold Return (%) | 28.6346 | 28.6346 | 28.6346 | 28.6346 | 28.6346 | 28.6346 |
Max Trade Drawdown | -107559 | -91554 | -69787 | -355911 | -271927 | -269907 |
Profit Factor | 1.4866 | 2.0046 | 0.9337 | 1.0128 | 1.2576 | 0.7725 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 39.1304 | 42.8571 | 35.2941 | 39.1304 | 42.8571 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.3125 | 2.6728 | 1.7119 | 1.5754 | 1.6767 | 1.4162 |
Largest Winning Trade | 169312 | 169312 | 49032 | 255973 | 255973 | 130928 |
Largest Losing Trade | -32879 | -32879 | -22048 | -93497 | -78189 | -93497 |
Avg Bars in Trades | 102 | 145 | 57 | 102 | 145 | 57 |
Avg Bars in Winners | 153 | 219 | 71 | 153 | 219 | 71 |
Avg Bars in Losers | 69 | 90 | 49 | 69 | 90 | 49 |
Bars Traded | 7048 | 5095 | 1953 | 7048 | 5095 | 1953 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100537 | 315607 | -583736 | -655087 | -76873 | -584847 |
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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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