Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147178.0837 | 335356.1538 | -188178.0701 | -114081.2749 | 7818.8355 | -121900.1105 |
Total P&L (%) | 147.1781 | 335.3562 | -188.1781 | -114.0813 | 7.8188 | -121.9001 |
Avg Daily Profit (%) | 0.0808 | 0.184 | -0.1033 | 0 | 0.0041 | 0 |
Buy And Hold Return (%) | 24.9796 | 24.9796 | 24.9796 | 24.9796 | 24.9796 | 24.9796 |
Max Trade Drawdown | -298070 | -122445 | -276869 | -77412 | -41612 | -50944 |
Profit Factor | 1.1563 | 2.1019 | 0.7048 | 0.5178 | 1.126 | 0.3016 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 18 | 21 | 30 | 16 | 14 |
Losing Trades | 31 | 17 | 14 | 40 | 19 | 21 |
Profitability (%) | 55.7143 | 51.4286 | 60 | 42.8571 | 45.7143 | 40 |
Ratio Avg Win / Avg Loss | 0.9191 | 1.9851 | 0.4698 | 0.6904 | 1.3372 | 0.4523 |
Largest Winning Trade | 120252 | 120252 | 51355 | 30218 | 30218 | 18053 |
Largest Losing Trade | -240023 | -49716 | -240023 | -92858 | -27746 | -92858 |
Avg Bars in Trades | 49 | 40 | 57 | 49 | 40 | 57 |
Avg Bars in Winners | 46 | 42 | 50 | 45 | 36 | 55 |
Avg Bars in Losers | 52 | 39 | 68 | 52 | 44 | 58 |
Bars Traded | 3432 | 1424 | 2008 | 3432 | 1424 | 2008 |
Profit Streak | 18.5719 | 119.0719 | 0 | 0 | 0 | 44.5719 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -233346 | 468310 | -579491 | -682333 | -436648 | -584121 |
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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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