Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305989.9837 | 428135.0302 | -122145.0465 | -103233.2066 | 8737.8745 | -111971.0811 |
Total P&L (%) | 305.99 | 428.135 | -122.145 | -103.2332 | 8.7379 | -111.9711 |
Avg Daily Profit (%) | 0.1657 | 0.2318 | -0.0661 | 0 | 0.0045 | 0 |
Buy And Hold Return (%) | 31.7582 | 31.7582 | 31.7582 | 31.7582 | 31.7582 | 31.7582 |
Max Trade Drawdown | -183178 | -69156 | -191035 | -55243 | -15713 | -47332 |
Profit Factor | 1.3672 | 2.7517 | 0.7926 | 0.4588 | 1.2378 | 0.2729 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 19 | 18 | 31 | 17 | 14 |
Losing Trades | 30 | 14 | 16 | 36 | 16 | 20 |
Profitability (%) | 55.2239 | 57.5758 | 52.9412 | 46.2687 | 51.5152 | 41.1765 |
Ratio Avg Win / Avg Loss | 1.1085 | 2.0276 | 0.7045 | 0.5328 | 1.165 | 0.3899 |
Largest Winning Trade | 194349 | 194349 | 73932 | 15517 | 12076 | 15517 |
Largest Losing Trade | -117669 | -67501 | -117669 | -88147 | -6989 | -88147 |
Avg Bars in Trades | 51 | 56 | 47 | 51 | 56 | 47 |
Avg Bars in Winners | 51 | 45 | 57 | 46 | 60 | 29 |
Avg Bars in Losers | 52 | 70 | 37 | 56 | 51 | 60 |
Bars Traded | 3483 | 1852 | 1631 | 3483 | 1852 | 1631 |
Profit Streak | 0 | 0 | 0 | 86.2522 | 139.7522 | 86.2522 |
Trades During Streak | 0 | 0 | 0 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112500 | 507634 | -580413 | -702099 | -351309 | -583265 |
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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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