Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271565.4396 | 372987.0781 | -101421.6386 | -102234.9594 | 250458.2326 | -352693.192 |
Total P&L (%) | 271.5654 | 372.9871 | -101.4216 | -102.235 | 250.4582 | -352.6932 |
Avg Daily Profit (%) | 0.1473 | 0.2023 | -0.055 | 0 | 0.068 | 0 |
Buy And Hold Return (%) | 141.416 | 141.416 | 141.416 | 141.416 | 141.416 | 141.416 |
Max Trade Drawdown | -224191 | -87636 | -154752 | -286028 | -59127 | -300022 |
Profit Factor | 1.3868 | 2.5807 | 0.7824 | 0.8549 | 3.08 | 0.3963 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 17 | 20 | 39 | 20 | 19 |
Losing Trades | 38 | 20 | 18 | 36 | 17 | 19 |
Profitability (%) | 49.3333 | 45.9459 | 52.6316 | 52 | 54.0541 | 50 |
Ratio Avg Win / Avg Loss | 1.4243 | 3.0362 | 0.7042 | 0.7891 | 2.618 | 0.3963 |
Largest Winning Trade | 273960 | 273960 | 68930 | 126387 | 126387 | 65267 |
Largest Losing Trade | -102074 | -36006 | -102074 | -270766 | -27601 | -270766 |
Avg Bars in Trades | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Winners | 81 | 77 | 84 | 83 | 80 | 88 |
Avg Bars in Losers | 58 | 59 | 58 | 54 | 53 | 55 |
Bars Traded | 5235 | 2505 | 2730 | 5235 | 2505 | 2730 |
Profit Streak | 62.8893 | 137.8893 | 62.8893 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63309 | 306644 | -579449 | -641796 | -104080 | -580764 |
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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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