Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309240.8539 | 464366.5871 | -155125.7332 | -188138.5764 | 160931.2134 | -349069.7898 |
Total P&L (%) | 309.2409 | 464.3666 | -155.1257 | -188.1386 | 160.9312 | -349.0698 |
Avg Daily Profit (%) | 0.1665 | 0.2501 | -0.0835 | 0 | 0.0517 | 0 |
Buy And Hold Return (%) | 195.824 | 195.824 | 195.824 | 195.824 | 195.824 | 195.824 |
Max Trade Drawdown | -312659 | -112996 | -298966 | -580414 | -252709 | -422425 |
Profit Factor | 1.3666 | 2.5083 | 0.7103 | 0.8454 | 1.3603 | 0.5468 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 19 | 19 | 37 | 21 | 16 |
Losing Trades | 39 | 20 | 19 | 40 | 18 | 22 |
Profitability (%) | 49.3506 | 48.7179 | 50 | 48.0519 | 53.8462 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.4026 | 2.6403 | 0.7103 | 0.9139 | 1.1659 | 0.7518 |
Largest Winning Trade | 188778 | 188778 | 69895 | 188778 | 188778 | 72995 |
Largest Losing Trade | -169500 | -47937 | -169500 | -359051 | -108783 | -359051 |
Avg Bars in Trades | 93 | 102 | 84 | 93 | 102 | 84 |
Avg Bars in Winners | 108 | 97 | 119 | 84 | 112 | 48 |
Avg Bars in Losers | 78 | 106 | 49 | 101 | 90 | 110 |
Bars Traded | 7181 | 3983 | 3198 | 7181 | 3983 | 3198 |
Profit Streak | 12.8337 | 12.8337 | 31.3337 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47316 | 307793 | -580224 | -627813 | -288732 | -583835 |
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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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