Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536158.0326 | 575948.4737 | -39790.4411 | -40845.632 | 400114.8869 | -440960.5189 |
Total P&L (%) | 536.158 | 575.9485 | -39.7904 | -40.8456 | 400.1149 | -440.9605 |
Avg Daily Profit (%) | 0.2137 | 0.2296 | -0.0159 | -0.0209 | 0.0642 | 0 |
Buy And Hold Return (%) | 244.5846 | 244.5846 | 244.5846 | 244.5846 | 244.5846 | 244.5846 |
Max Trade Drawdown | -133597 | -93061 | -129219 | -532598 | -181651 | -641117 |
Profit Factor | 1.8685 | 2.9853 | 0.8784 | 0.9692 | 2.0272 | 0.5296 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.8685 | 2.9853 | 0.8784 | 0.9692 | 2.0272 | 0.5296 |
Largest Winning Trade | 364973 | 364973 | 37730 | 141556 | 141556 | 85464 |
Largest Losing Trade | -88704 | -31713 | -88704 | -506843 | -87320 | -506843 |
Avg Bars in Trades | 68 | 80 | 56 | 68 | 80 | 56 |
Avg Bars in Winners | 83 | 89 | 78 | 83 | 89 | 78 |
Avg Bars in Losers | 53 | 71 | 34 | 53 | 71 | 34 |
Bars Traded | 4668 | 2745 | 1923 | 4668 | 2745 | 1923 |
Profit Streak | 91.1655 | 126.6655 | 0 | 91.1655 | 126.6655 | 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 | -106847 | 360658 | -580795 | -693719 | -112135 | -580795 |
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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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