Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269650.863 | 249096.2406 | 20554.6224 | 42675.21 | 25923.7392 | 16751.4708 |
Total P&L (%) | 269.6509 | 249.0962 | 20.5546 | 42.6752 | 25.9237 | 16.7515 |
Avg Daily Profit (%) | 0.249 | 0.23 | 0.019 | 0.0328 | 0.0213 | 0.0143 |
Buy And Hold Return (%) | 36.7504 | 36.7504 | 36.7504 | 36.7504 | 36.7504 | 36.7504 |
Max Trade Drawdown | -118362 | -64290 | -82742 | -477598 | -289699 | -349016 |
Profit Factor | 1.6586 | 2.1586 | 1.1057 | 1.0359 | 1.0423 | 1.0292 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 54.2373 | 50 | 58.6207 | 54.2373 | 50 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.3994 | 2.1586 | 0.7805 | 0.8741 | 1.0423 | 0.7265 |
Largest Winning Trade | 255780 | 255780 | 32651 | 187621 | 187621 | 139863 |
Largest Losing Trade | -38895 | -38895 | -33736 | -170986 | -140103 | -170986 |
Avg Bars in Trades | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Winners | 63 | 59 | 68 | 63 | 59 | 68 |
Avg Bars in Losers | 77 | 89 | 62 | 77 | 89 | 62 |
Bars Traded | 4134 | 2220 | 1914 | 4134 | 2220 | 1914 |
Profit Streak | 19.2171 | 35.2171 | 0 | 19.2171 | 35.2171 | 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 | -168321 | 443909 | -438125 | -625716 | -503712 | -528569 |
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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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