Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419872.6894 | 421896.1719 | -2023.4825 | 32703.1136 | -153083.9237 | 185787.0373 |
Total P&L (%) | 419.8727 | 421.8962 | -2.0235 | 32.7031 | -153.0839 | 185.787 |
Avg Daily Profit (%) | 0.2188 | 0.2198 | -0.0011 | 0.0147 | 0 | 0.0547 |
Buy And Hold Return (%) | 32.9719 | 32.9719 | 32.9719 | 32.9719 | 32.9719 | 32.9719 |
Max Trade Drawdown | -147574 | -160738 | -33740 | -1445328 | -1532240 | -135935 |
Profit Factor | 1.7486 | 1.9309 | 0.9812 | 1.0107 | 0.9437 | 1.5487 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.6458 | 1.8173 | 0.9235 | 0.9512 | 0.8882 | 1.4576 |
Largest Winning Trade | 135715 | 135715 | 27256 | 365840 | 365840 | 186142 |
Largest Losing Trade | -71362 | -71362 | -28276 | -1103170 | -1103170 | -91890 |
Avg Bars in Trades | 86 | 168 | 5 | 86 | 168 | 5 |
Avg Bars in Winners | 52 | 98 | 6 | 52 | 98 | 6 |
Avg Bars in Losers | 123 | 242 | 4 | 123 | 242 | 4 |
Bars Traded | 5720 | 5552 | 168 | 5720 | 5552 | 168 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117206 | 418640 | -580328 | -677663 | -580606 | -118695 |
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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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