Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237589.7372 | 270644.1235 | -33054.3863 | -49566.5011 | 20363.7129 | -69930.214 |
Total P&L (%) | 237.5897 | 270.6441 | -33.0544 | -49.5665 | 20.3637 | -69.9302 |
Avg Daily Profit (%) | 0.2193 | 0.2499 | -0.0305 | -0.0632 | 0.0171 | -0.1109 |
Buy And Hold Return (%) | 21.652 | 21.652 | 21.652 | 21.652 | 21.652 | 21.652 |
Max Trade Drawdown | -183651 | -106628 | -135295 | -612307 | -370140 | -307785 |
Profit Factor | 1.5399 | 2.2696 | 0.8543 | 0.9528 | 1.0385 | 0.8658 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 46.3768 | 42.8571 | 50 | 46.3768 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 1.7806 | 3.0261 | 0.8543 | 1.1017 | 1.3846 | 0.8658 |
Largest Winning Trade | 375438 | 375438 | 34887 | 377628 | 377628 | 166837 |
Largest Losing Trade | -40812 | -26246 | -40812 | -146110 | -113853 | -146110 |
Avg Bars in Trades | 90 | 98 | 82 | 90 | 98 | 82 |
Avg Bars in Winners | 81 | 74 | 87 | 81 | 74 | 87 |
Avg Bars in Losers | 98 | 117 | 76 | 98 | 117 | 76 |
Bars Traded | 6252 | 3462 | 2789 | 6252 | 3462 | 2789 |
Profit Streak | 24.3625 | 34.0292 | 0 | 24.3625 | 34.0292 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96694 | 364385 | -580795 | -686253 | -516205 | -580795 |
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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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