Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279530.2645 | 312046.8838 | -32516.6194 | -531550.6293 | 118663.8255 | -650214.4548 |
Total P&L (%) | 279.5303 | 312.0469 | -32.5166 | -531.5506 | 118.6638 | -650.2145 |
Avg Daily Profit (%) | 0.1457 | 0.1627 | -0.017 | 0 | 0.0408 | 0 |
Buy And Hold Return (%) | 50.2265 | 50.2265 | 50.2265 | 50.2265 | 50.2265 | 50.2265 |
Max Trade Drawdown | -200328 | -100378 | -257796 | -784313 | -284008 | -648549 |
Profit Factor | 1.458 | 2.4562 | 0.9179 | 0.605 | 1.2776 | 0.2919 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 18 | 19 | 25 | 15 | 10 |
Losing Trades | 25 | 13 | 12 | 37 | 16 | 21 |
Profitability (%) | 59.6774 | 58.0645 | 61.2903 | 40.3226 | 48.3871 | 32.2581 |
Ratio Avg Win / Avg Loss | 0.9851 | 1.774 | 0.5797 | 0.8954 | 1.3627 | 0.613 |
Largest Winning Trade | 106402 | 106402 | 57694 | 185894 | 185894 | 67632 |
Largest Losing Trade | -165397 | -35946 | -165397 | -343993 | -105885 | -343993 |
Avg Bars in Trades | 88 | 88 | 88 | 88 | 88 | 88 |
Avg Bars in Winners | 95 | 77 | 112 | 82 | 104 | 49 |
Avg Bars in Losers | 77 | 102 | 49 | 91 | 72 | 106 |
Bars Traded | 5468 | 2739 | 2729 | 5468 | 2739 | 2729 |
Profit Streak | 59.6479 | 0 | 318.9812 | 0 | 264.6479 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156778 | 448678 | -577967 | -743319 | -142639 | -587717 |
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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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