Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204419.0067 | 162092.9241 | 42326.0826 | 17135.4697 | 128216.8424 | -111081.3726 |
Total P&L (%) | 204.419 | 162.0929 | 42.3261 | 17.1355 | 128.2168 | -111.0814 |
Avg Daily Profit (%) | 0.1893 | 0.1501 | 0.0392 | 0.0146 | 0.0764 | 0 |
Buy And Hold Return (%) | 12.1327 | 12.1327 | 12.1327 | 12.1327 | 12.1327 | 12.1327 |
Max Trade Drawdown | -114432 | -60293 | -85727 | -220288 | -72215 | -204101 |
Profit Factor | 1.5607 | 1.7824 | 1.2689 | 1.0436 | 1.8657 | 0.5466 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 58.4615 | 53.125 | 63.6364 | 58.4615 | 53.125 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1089 | 1.5727 | 0.7251 | 0.7415 | 1.6462 | 0.3123 |
Largest Winning Trade | 103080 | 103080 | 25962 | 126175 | 126175 | 26251 |
Largest Losing Trade | -76796 | -45226 | -76796 | -190899 | -60644 | -190899 |
Avg Bars in Trades | 95 | 115 | 74 | 95 | 115 | 74 |
Avg Bars in Winners | 79 | 86 | 74 | 79 | 86 | 74 |
Avg Bars in Losers | 116 | 149 | 76 | 116 | 149 | 76 |
Bars Traded | 6176 | 3706 | 2470 | 6176 | 3706 | 2470 |
Profit Streak | 94.996 | 94.996 | 181.1627 | 94.996 | 94.996 | 181.1627 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124173 | 443023 | -141812 | -518393 | -85611 | -577596 |
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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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