Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175547.6739 | 142831.3976 | 32716.2764 | 88248.5526 | -36442.3059 | 124690.8584 |
Total P&L (%) | 175.5477 | 142.8314 | 32.7163 | 88.2486 | -36.4423 | 124.6909 |
Avg Daily Profit (%) | 0.1618 | 0.1317 | 0.0302 | 0.0583 | -0.0418 | 0.0747 |
Buy And Hold Return (%) | 13.6247 | 13.6247 | 13.6247 | 13.6247 | 13.6247 | 13.6247 |
Max Trade Drawdown | -75739 | -79051 | -32059 | -313179 | -380409 | -46068 |
Profit Factor | 1.4592 | 1.4876 | 1.3662 | 1.09 | 0.9563 | 1.8548 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 68.3168 | 62 | 74.5098 | 68.3168 | 62 | 74.5098 |
Ratio Avg Win / Avg Loss | 0.6767 | 0.9117 | 0.4674 | 0.5055 | 0.5861 | 0.6345 |
Largest Winning Trade | 49051 | 49051 | 14259 | 77688 | 77688 | 39800 |
Largest Losing Trade | -48487 | -48487 | -20623 | -242372 | -242372 | -36866 |
Avg Bars in Trades | 61 | 119 | 4 | 61 | 119 | 4 |
Avg Bars in Winners | 22 | 46 | 3 | 22 | 46 | 3 |
Avg Bars in Losers | 144 | 237 | 9 | 144 | 237 | 9 |
Bars Traded | 6215 | 5966 | 249 | 6215 | 5966 | 249 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345823 | -196166 | -334582 | -235593 | -759277 | -269112 |
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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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