Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144390.8272 | 283751.3051 | -139360.4779 | -62020.0817 | 65699.787 | -127719.8687 |
Total P&L (%) | 144.3908 | 283.7513 | -139.3605 | -62.0201 | 65.6998 | -127.7199 |
Avg Daily Profit (%) | 0.0779 | 0.1531 | -0.0752 | -0.0522 | 0.0273 | 0 |
Buy And Hold Return (%) | 21.0739 | 21.0739 | 21.0739 | 21.0739 | 21.0739 | 21.0739 |
Max Trade Drawdown | -134661 | -53901 | -199886 | -90736 | -28026 | -120070 |
Profit Factor | 1.2551 | 3.0417 | 0.6737 | 0.7852 | 1.9884 | 0.4253 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 31.5789 | 39.4737 | 23.6842 | 31.5789 | 39.4737 | 23.6842 |
Ratio Avg Win / Avg Loss | 2.7193 | 4.6639 | 2.1709 | 1.7013 | 3.0489 | 1.3705 |
Largest Winning Trade | 171752 | 171752 | 82358 | 74083 | 74083 | 28720 |
Largest Losing Trade | -49413 | -16768 | -49413 | -34481 | -12112 | -34481 |
Avg Bars in Trades | 43 | 12 | 74 | 43 | 12 | 74 |
Avg Bars in Winners | 108 | 25 | 246 | 108 | 25 | 246 |
Avg Bars in Losers | 13 | 3 | 21 | 13 | 3 | 21 |
Bars Traded | 3286 | 457 | 2829 | 3286 | 457 | 2829 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149028 | 332216 | -613601 | -638941 | -159495 | -614712 |
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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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