Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548096.9652 | 694853.1188 | -146756.1536 | -76750.4804 | 379515.8187 | -456266.2991 |
Total P&L (%) | 548.097 | 694.8531 | -146.7562 | -76.7505 | 379.5158 | -456.2663 |
Avg Daily Profit (%) | 0.2959 | 0.3751 | -0.0792 | -0.0787 | 0.0847 | 0 |
Buy And Hold Return (%) | 128.164 | 128.164 | 128.164 | 128.164 | 128.164 | 128.164 |
Max Trade Drawdown | -204354 | -58645 | -218647 | -1175490 | -346834 | -963239 |
Profit Factor | 1.7027 | 3.8497 | 0.7263 | 0.9591 | 1.7157 | 0.6612 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 17 | 14 | 27 | 15 | 12 |
Losing Trades | 27 | 12 | 15 | 31 | 14 | 17 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 46.5517 | 51.7241 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.483 | 2.7174 | 0.7782 | 1.1012 | 1.6013 | 0.9367 |
Largest Winning Trade | 380596 | 380596 | 79890 | 396232 | 316774 | 396232 |
Largest Losing Trade | -127111 | -37722 | -127111 | -881183 | -277914 | -881183 |
Avg Bars in Trades | 61 | 70 | 53 | 61 | 70 | 53 |
Avg Bars in Winners | 70 | 77 | 61 | 55 | 66 | 41 |
Avg Bars in Losers | 52 | 60 | 45 | 67 | 74 | 61 |
Bars Traded | 3587 | 2047 | 1540 | 3587 | 2047 | 1540 |
Profit Streak | 43.5676 | 43.5676 | 67.5676 | 43.5676 | 43.5676 | 67.5676 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168635 | 613760 | -580533 | -758530 | -79102 | -583215 |
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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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