Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431665.0613 | 637077.5549 | -205412.4937 | -147303.803 | -234966.16 | 87662.3571 |
Total P&L (%) | 431.6651 | 637.0776 | -205.4125 | -147.3038 | -234.9662 | 87.6624 |
Avg Daily Profit (%) | 0.2319 | 0.3422 | -0.1103 | 0 | 0 | 0.0338 |
Buy And Hold Return (%) | 120.2677 | 120.2677 | 120.2677 | 120.2677 | 120.2677 | 120.2677 |
Max Trade Drawdown | -234450 | -88359 | -182896 | -1261306 | -887729 | -803756 |
Profit Factor | 1.4303 | 2.7102 | 0.6742 | 0.9538 | 0.8429 | 1.0517 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 15 | 18 | 44 | 24 | 20 |
Losing Trades | 46 | 25 | 21 | 35 | 16 | 19 |
Profitability (%) | 41.7722 | 37.5 | 46.1538 | 55.6962 | 60 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.9938 | 4.517 | 0.7866 | 0.7587 | 0.5619 | 0.9991 |
Largest Winning Trade | 380533 | 380533 | 77389 | 556922 | 333019 | 556922 |
Largest Losing Trade | -170692 | -30858 | -170692 | -430968 | -265897 | -430968 |
Avg Bars in Trades | 137 | 130 | 144 | 137 | 130 | 144 |
Avg Bars in Winners | 200 | 177 | 220 | 92 | 102 | 79 |
Avg Bars in Losers | 91 | 102 | 79 | 193 | 171 | 212 |
Bars Traded | 10838 | 5215 | 5623 | 10838 | 5215 | 5623 |
Profit Streak | 0 | 0 | 0 | 147.2794 | 147.2794 | 189.4461 |
Trades During Streak | 0 | 0 | 0 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27179 | 304416 | -582253 | -609811 | -578071 | -477186 |
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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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