Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221165.1282 | 372058.2455 | -150893.1173 | -122186.987 | -13270.6467 | -108916.3403 |
Total P&L (%) | 221.1651 | 372.0582 | -150.8931 | -122.187 | -13.2706 | -108.9163 |
Avg Daily Profit (%) | 0.1194 | 0.2009 | -0.0815 | 0 | -0.0077 | 0 |
Buy And Hold Return (%) | 153.3064 | 153.3064 | 153.3064 | 153.3064 | 153.3064 | 153.3064 |
Max Trade Drawdown | -258512 | -89015 | -265980 | -122027 | -69225 | -64436 |
Profit Factor | 1.2789 | 2.5008 | 0.7232 | 0.607 | 0.875 | 0.4681 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 15 | 15 | 23 | 13 | 10 |
Losing Trades | 28 | 14 | 14 | 35 | 16 | 19 |
Profitability (%) | 51.7241 | 51.7241 | 51.7241 | 39.6552 | 44.8276 | 34.4828 |
Ratio Avg Win / Avg Loss | 1.1936 | 2.3341 | 0.675 | 0.9237 | 1.0769 | 0.8894 |
Largest Winning Trade | 176173 | 176173 | 73458 | 26651 | 20766 | 26651 |
Largest Losing Trade | -158124 | -51625 | -158124 | -73735 | -22091 | -73735 |
Avg Bars in Trades | 121 | 136 | 107 | 121 | 136 | 107 |
Avg Bars in Winners | 129 | 125 | 132 | 119 | 155 | 73 |
Avg Bars in Losers | 113 | 147 | 80 | 123 | 120 | 125 |
Bars Traded | 7060 | 3947 | 3113 | 7060 | 3947 | 3113 |
Profit Streak | 0 | 0 | 47.7701 | 24.2701 | 63.2701 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -240992 | 306742 | -580049 | -764034 | -580204 | -586867 |
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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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