Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158863.9442 | 158075.2657 | 788.6785 | -70994.6477 | 16035.9876 | -87030.6353 |
Total P&L (%) | 158.8639 | 158.0753 | 0.7887 | -70.9946 | 16.036 | -87.0306 |
Avg Daily Profit (%) | 0.1473 | 0.1465 | 0.0007 | -0.1147 | 0.0138 | -0.1892 |
Buy And Hold Return (%) | 21.8972 | 21.8972 | 21.8972 | 21.8972 | 21.8972 | 21.8972 |
Max Trade Drawdown | -58037 | -51641 | -11145 | -7133 | -5627 | -1505 |
Profit Factor | 1.6846 | 2.5868 | 1.006 | 0.3449 | 2.8907 | 0.1287 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 12 | 3 | 9 | 12 | 3 | 9 |
Profitability (%) | 84.4156 | 92.1053 | 76.9231 | 84.4156 | 92.1053 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.311 | 0.2217 | 0.3018 | 0.0637 | 0.2478 | 0.0386 |
Largest Winning Trade | 27971 | 27971 | 10578 | 2409 | 2409 | 1605 |
Largest Losing Trade | -95974 | -51641 | -95974 | -95974 | -5627 | -95974 |
Avg Bars in Trades | 27 | 45 | 8 | 27 | 45 | 8 |
Avg Bars in Winners | 9 | 13 | 4 | 9 | 13 | 4 |
Avg Bars in Losers | 123 | 423 | 23 | 123 | 423 | 23 |
Bars Traded | 2087 | 1744 | 343 | 2087 | 1744 | 343 |
Profit Streak | 305.279 | 374.9456 | 305.279 | 305.279 | 374.9456 | 305.279 |
Trades During Streak | 8 | 17 | 4 | 8 | 17 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35973 | 410264 | -568096 | -620452 | -330526 | -575344 |
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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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