Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197318.1236 | 201910.7731 | -4592.6495 | -325665.0671 | -115445.9271 | -210219.14 |
Total P&L (%) | 197.3181 | 201.9108 | -4.5926 | -325.6651 | -115.4459 | -210.2191 |
Avg Daily Profit (%) | 0.1586 | 0.1623 | -0.0037 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10.5239 | 10.5239 | 10.5239 | 10.5239 | 10.5239 | 10.5239 |
Max Trade Drawdown | -93646 | -44505 | -94833 | -216858 | -120622 | -98041 |
Profit Factor | 1.4175 | 2.5026 | 0.9864 | 0.3623 | 0.4043 | 0.3365 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 57 | 29 | 28 | 16 | 8 | 8 |
Losing Trades | 17 | 8 | 9 | 58 | 29 | 29 |
Profitability (%) | 77.027 | 78.3784 | 75.6757 | 21.6216 | 21.6216 | 21.6216 |
Ratio Avg Win / Avg Loss | 0.4228 | 0.6904 | 0.3171 | 1.3132 | 1.4656 | 1.22 |
Largest Winning Trade | 32104 | 32104 | 27685 | 45875 | 37954 | 45875 |
Largest Losing Trade | -142871 | -35528 | -142871 | -142871 | -33435 | -142871 |
Avg Bars in Trades | 191 | 211 | 172 | 191 | 211 | 172 |
Avg Bars in Winners | 123 | 146 | 99 | 415 | 446 | 384 |
Avg Bars in Losers | 421 | 446 | 398 | 130 | 146 | 114 |
Bars Traded | 14199 | 7818 | 6381 | 14199 | 7818 | 6381 |
Profit Streak | 35.9219 | 86.1719 | 35.9219 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57058 | 517789 | -576453 | -692593 | -623810 | -623810 |
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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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