Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277666.6218 | 433726.844 | -156060.2222 | -91639.7216 | 54324.045 | -145963.7667 |
Total P&L (%) | 277.6666 | 433.7268 | -156.0602 | -91.6397 | 54.324 | -145.9638 |
Avg Daily Profit (%) | 0.1502 | 0.2346 | -0.0844 | -0.1342 | 0.0235 | 0 |
Buy And Hold Return (%) | 89.5614 | 89.5614 | 89.5614 | 89.5614 | 89.5614 | 89.5614 |
Max Trade Drawdown | -152642 | -98353 | -217595 | -83054 | -23446 | -124452 |
Profit Factor | 1.2985 | 2.3048 | 0.739 | 0.7026 | 1.6262 | 0.3405 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 47.7273 | 47.7273 | 47.7273 | 47.7273 | 47.7273 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.4221 | 2.5243 | 0.8094 | 0.7695 | 1.7811 | 0.373 |
Largest Winning Trade | 221888 | 221888 | 68006 | 52480 | 52480 | 11694 |
Largest Losing Trade | -70915 | -58492 | -70915 | -57668 | -12626 | -57668 |
Avg Bars in Trades | 61 | 62 | 59 | 61 | 62 | 59 |
Avg Bars in Winners | 69 | 65 | 73 | 69 | 65 | 73 |
Avg Bars in Losers | 53 | 59 | 47 | 53 | 59 | 47 |
Bars Traded | 5369 | 2737 | 2632 | 5369 | 2737 | 2632 |
Profit Streak | 33.7849 | 0 | 43.7849 | 33.7849 | 0 | 43.7849 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 149055 | 360247 | -581049 | -580885 | -325033 | -581049 |
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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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