Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469457.9335 | 461946.9379 | 7510.9956 | 142072.2961 | 272356.5392 | -130284.2431 |
Total P&L (%) | 469.4579 | 461.9469 | 7.511 | 142.0723 | 272.3565 | -130.2842 |
Avg Daily Profit (%) | 0.1961 | 0.193 | 0.0031 | 0.0369 | 0.0549 | 0 |
Buy And Hold Return (%) | 44.3056 | 44.3056 | 44.3056 | 44.3056 | 44.3056 | 44.3056 |
Max Trade Drawdown | -161829 | -116369 | -90138 | -1078924 | -748240 | -357522 |
Profit Factor | 1.6274 | 2.2332 | 1.0201 | 1.0768 | 1.2471 | 0.8256 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 62.3077 | 61.5385 | 63.0769 | 62.3077 | 61.5385 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.9845 | 1.3957 | 0.5971 | 0.6514 | 0.7795 | 0.4833 |
Largest Winning Trade | 116290 | 116290 | 30354 | 549918 | 549918 | 113738 |
Largest Losing Trade | -64126 | -64126 | -60678 | -605581 | -605581 | -324927 |
Avg Bars in Trades | 33 | 50 | 17 | 33 | 50 | 17 |
Avg Bars in Winners | 22 | 30 | 14 | 22 | 30 | 14 |
Avg Bars in Losers | 53 | 84 | 21 | 53 | 84 | 21 |
Bars Traded | 4416 | 3311 | 1105 | 4416 | 3311 | 1105 |
Profit Streak | 14.0781 | 202.0781 | 0 | 14.0781 | 202.0781 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375367 | -118021 | -684189 | -281632 | -250760 | -710485 |
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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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