Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319016.7573 | 322561.9968 | -3545.2395 | -84567.6184 | 207559.2304 | -292126.8488 |
Total P&L (%) | 319.0168 | 322.562 | -3.5452 | -84.5676 | 207.5592 | -292.1268 |
Avg Daily Profit (%) | 0.1703 | 0.1722 | -0.0019 | -0.0997 | 0.06 | 0 |
Buy And Hold Return (%) | 16.37 | 16.37 | 16.37 | 16.37 | 16.37 | 16.37 |
Max Trade Drawdown | -118629 | -127451 | -101560 | -234324 | -64587 | -290034 |
Profit Factor | 1.5535 | 2.2306 | 0.9887 | 0.8538 | 2.4265 | 0.3254 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 60.274 | 55.5556 | 64.8649 | 60.274 | 55.5556 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.0239 | 1.7845 | 0.5356 | 0.5627 | 1.9412 | 0.1762 |
Largest Winning Trade | 210828 | 210828 | 33251 | 163303 | 163303 | 38165 |
Largest Losing Trade | -91464 | -40953 | -91464 | -160399 | -44405 | -160399 |
Avg Bars in Trades | 94 | 104 | 85 | 94 | 104 | 85 |
Avg Bars in Winners | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Losers | 143 | 162 | 120 | 143 | 162 | 120 |
Bars Traded | 6934 | 3763 | 3171 | 6934 | 3763 | 3171 |
Profit Streak | 167.6154 | 167.6154 | 247.3654 | 167.6154 | 167.6154 | 247.3654 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64255 | 479317 | -577492 | -654034 | -106484 | -577492 |
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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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