Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132637.8376 | 322777.3916 | -190139.554 | -94048.816 | -117067.8297 | 23019.0137 |
Total P&L (%) | 132.6378 | 322.7774 | -190.1396 | -94.0488 | -117.0678 | 23.019 |
Avg Daily Profit (%) | 0.0693 | 0.1686 | -0.0993 | -0.1472 | 0 | 0.0108 |
Buy And Hold Return (%) | 65.1173 | 65.1173 | 65.1173 | 65.1173 | 65.1173 | 65.1173 |
Max Trade Drawdown | -276301 | -93156 | -310901 | -581759 | -264990 | -424307 |
Profit Factor | 1.1498 | 2.1381 | 0.6841 | 0.9139 | 0.7358 | 1.0355 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 16 | 18 | 32 | 14 | 18 |
Losing Trades | 32 | 17 | 15 | 34 | 19 | 15 |
Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.0822 | 2.2718 | 0.5701 | 0.971 | 0.9986 | 0.8629 |
Largest Winning Trade | 144847 | 144847 | 56679 | 374179 | 142304 | 374179 |
Largest Losing Trade | -165446 | -37848 | -165446 | -414965 | -106928 | -414965 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 57 | 55 | 59 | 60 | 58 | 62 |
Avg Bars in Losers | 53 | 54 | 52 | 50 | 52 | 49 |
Bars Traded | 3670 | 1810 | 1860 | 3670 | 1810 | 1860 |
Profit Streak | 50.5426 | 50.5426 | 67.0426 | 50.5426 | 50.5426 | 67.0426 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -290163 | 359920 | -579655 | -708877 | -583184 | -526203 |
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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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