Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244978.6545 | 262628.6228 | -17649.9684 | 384181.7192 | 607031.4846 | -222849.7654 |
Total P&L (%) | 244.9787 | 262.6286 | -17.65 | 384.1817 | 607.0315 | -222.8498 |
Avg Daily Profit (%) | 0.2747 | 0.2945 | -0.0198 | 0.177 | 0.2196 | 0 |
Buy And Hold Return (%) | 194.3095 | 194.3095 | 194.3095 | 194.3095 | 194.3095 | 194.3095 |
Max Trade Drawdown | -55510 | -53434 | -69845 | -432277 | -356779 | -425092 |
Profit Factor | 2.0105 | 3.5037 | 0.8717 | 1.2737 | 1.8313 | 0.6691 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 13 | 3 | 10 | 13 | 3 | 10 |
Profitability (%) | 83.1169 | 92.1053 | 74.359 | 83.1169 | 92.1053 | 74.359 |
Ratio Avg Win / Avg Loss | 0.4084 | 0.3003 | 0.3006 | 0.2587 | 0.157 | 0.2307 |
Largest Winning Trade | 25690 | 25690 | 10488 | 113787 | 113787 | 55322 |
Largest Losing Trade | -53434 | -53434 | -39729 | -356779 | -356779 | -238373 |
Avg Bars in Trades | 49 | 79 | 19 | 49 | 79 | 19 |
Avg Bars in Winners | 22 | 34 | 8 | 22 | 34 | 8 |
Avg Bars in Losers | 178 | 594 | 54 | 178 | 594 | 54 |
Bars Traded | 3779 | 3005 | 774 | 3779 | 3005 | 774 |
Profit Streak | 79.6676 | 92.1676 | 79.6676 | 79.6676 | 92.1676 | 79.6676 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116193 | -38004 | -576764 | -42204 | 429819 | -576764 |
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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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