Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276401.2824 | 303528.9472 | -27127.6648 | -31122.0729 | 4195.8956 | -35317.9685 |
Total P&L (%) | 276.4013 | 303.5289 | -27.1277 | -31.1221 | 4.1959 | -35.318 |
Avg Daily Profit (%) | 0.2552 | 0.2802 | -0.025 | -0.0344 | 0.0038 | -0.0402 |
Buy And Hold Return (%) | 16.8848 | 16.8848 | 16.8848 | 16.8848 | 16.8848 | 16.8848 |
Max Trade Drawdown | -201953 | -105499 | -144670 | -760205 | -466433 | -408524 |
Profit Factor | 1.6418 | 2.765 | 0.8951 | 0.9747 | 1.0067 | 0.9414 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 50 | 45.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6418 | 3.318 | 0.7459 | 0.9747 | 1.208 | 0.7845 |
Largest Winning Trade | 373463 | 373463 | 35715 | 375496 | 375496 | 170021 |
Largest Losing Trade | -42772 | -29568 | -42772 | -203827 | -203827 | -183401 |
Avg Bars in Trades | 92 | 99 | 85 | 92 | 99 | 85 |
Avg Bars in Winners | 83 | 84 | 83 | 83 | 84 | 83 |
Avg Bars in Losers | 101 | 112 | 88 | 101 | 112 | 88 |
Bars Traded | 6117 | 3289 | 2828 | 6117 | 3289 | 2828 |
Profit Streak | 21.3322 | 30.8322 | 0 | 21.3322 | 30.8322 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116747 | 443916 | -580213 | -708726 | -567930 | -580213 |
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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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