Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353348.9612 | 414134.3823 | -60785.4211 | 10031.6562 | 221778.976 | -211747.3198 |
Total P&L (%) | 353.349 | 414.1344 | -60.7854 | 10.0317 | 221.779 | -211.7473 |
Avg Daily Profit (%) | 0.2184 | 0.256 | -0.0376 | 0.0059 | 0.0723 | 0 |
Buy And Hold Return (%) | 24.3643 | 24.3643 | 24.3643 | 24.3643 | 24.3643 | 24.3643 |
Max Trade Drawdown | -207479 | -206869 | -66376 | -1523309 | -1517321 | -238645 |
Profit Factor | 1.6475 | 1.9503 | 0.4471 | 1.0034 | 1.0846 | 0.4315 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Losing Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Profitability (%) | 49.5413 | 57.4074 | 41.8182 | 49.5413 | 57.4074 | 41.8182 |
Ratio Avg Win / Avg Loss | 1.678 | 1.447 | 0.622 | 1.0219 | 0.8047 | 0.6003 |
Largest Winning Trade | 96705 | 96705 | 7325 | 764510 | 764510 | 30446 |
Largest Losing Trade | -88240 | -88240 | -19554 | -1384535 | -1384535 | -192169 |
Avg Bars in Trades | 167 | 334 | 3 | 167 | 334 | 3 |
Avg Bars in Winners | 144 | 249 | 2 | 144 | 249 | 2 |
Avg Bars in Losers | 189 | 448 | 3 | 189 | 448 | 3 |
Bars Traded | 18218 | 18049 | 169 | 18218 | 18049 | 169 |
Profit Streak | 541.794 | 0 | 560.1273 | 541.794 | 0 | 560.1273 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417359 | -168402 | -763153 | -566851 | -404672 | -763153 |
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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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