Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150554.8236 | 304617.0057 | -154062.1821 | -98736.1498 | 80172.9657 | -178909.1155 |
Total P&L (%) | 150.5548 | 304.617 | -154.0622 | -98.7362 | 80.173 | -178.9091 |
Avg Daily Profit (%) | 0.0804 | 0.1626 | -0.0822 | -0.233 | 0.0314 | 0 |
Buy And Hold Return (%) | 22.8961 | 22.8961 | 22.8961 | 22.8961 | 22.8961 | 22.8961 |
Max Trade Drawdown | -213943 | -124205 | -193321 | -168370 | -48119 | -156473 |
Profit Factor | 1.1873 | 2.0517 | 0.7003 | 0.655 | 2.4311 | 0.2228 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 55.2239 | 57.5758 | 52.9412 | 55.2239 | 57.5758 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.9627 | 1.5118 | 0.6225 | 0.5311 | 1.7914 | 0.198 |
Largest Winning Trade | 100801 | 100801 | 53266 | 48658 | 48658 | 36367 |
Largest Losing Trade | -89564 | -60728 | -89564 | -118588 | -47192 | -118588 |
Avg Bars in Trades | 104 | 112 | 97 | 104 | 112 | 97 |
Avg Bars in Winners | 88 | 85 | 90 | 88 | 85 | 90 |
Avg Bars in Losers | 125 | 148 | 105 | 125 | 148 | 105 |
Bars Traded | 7033 | 3705 | 3328 | 7033 | 3705 | 3328 |
Profit Streak | 67.6356 | 0 | 68.1356 | 67.6356 | 0 | 68.1356 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221862 | 437707 | -579855 | -700542 | -147975 | -579855 |
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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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