Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518769.3334 | 534228.5188 | -15459.1855 | 54881.461 | 168414.7308 | -113533.2698 |
Total P&L (%) | 518.7693 | 534.2285 | -15.4592 | 54.8815 | 168.4147 | -113.5333 |
Avg Daily Profit (%) | 0.2819 | 0.2903 | -0.0084 | 0.0238 | 0.0537 | 0 |
Buy And Hold Return (%) | 104.6026 | 104.6026 | 104.6026 | 104.6026 | 104.6026 | 104.6026 |
Max Trade Drawdown | -152164 | -109779 | -98525 | -650587 | -514422 | -321792 |
Profit Factor | 2.5359 | 4.2596 | 0.9111 | 1.04 | 1.2446 | 0.8339 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 45.1613 | 40 | 42.623 | 45.1613 | 40 |
Ratio Avg Win / Avg Loss | 3.4137 | 5.1724 | 1.3666 | 1.4 | 1.5112 | 1.2509 |
Largest Winning Trade | 613515 | 613515 | 34014 | 652782 | 652782 | 156486 |
Largest Losing Trade | -34542 | -34542 | -33414 | -119327 | -111023 | -119327 |
Avg Bars in Trades | 85 | 84 | 87 | 85 | 84 | 87 |
Avg Bars in Winners | 126 | 120 | 132 | 126 | 120 | 132 |
Avg Bars in Losers | 55 | 53 | 56 | 55 | 53 | 56 |
Bars Traded | 5227 | 2607 | 2620 | 5227 | 2607 | 2620 |
Profit Streak | 108.3904 | 117.3904 | 0 | 108.3904 | 117.3904 | 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 | -156381 | 483929 | -583047 | -671997 | -131229 | -583047 |
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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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