Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343352.6611 | 366139.8656 | -22787.2045 | -32478.2511 | 83209.5448 | -115687.7959 |
Total P&L (%) | 343.3527 | 366.1399 | -22.7872 | -32.4783 | 83.2095 | -115.6878 |
Avg Daily Profit (%) | 0.1839 | 0.1961 | -0.0122 | -0.021 | 0.0324 | 0 |
Buy And Hold Return (%) | 26.2923 | 26.2923 | 26.2923 | 26.2923 | 26.2923 | 26.2923 |
Max Trade Drawdown | -180483 | -116563 | -146805 | -352786 | -242125 | -179598 |
Profit Factor | 1.5242 | 2.1442 | 0.932 | 0.9497 | 1.2395 | 0.6122 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 49.2537 | 51.5152 | 47.0588 | 49.2537 | 51.5152 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.5703 | 2.0181 | 1.0485 | 0.9785 | 1.1666 | 0.6887 |
Largest Winning Trade | 220261 | 220261 | 51032 | 136617 | 136617 | 42686 |
Largest Losing Trade | -51095 | -46672 | -51095 | -120673 | -120673 | -74682 |
Avg Bars in Trades | 104 | 135 | 75 | 104 | 135 | 75 |
Avg Bars in Winners | 116 | 150 | 81 | 116 | 150 | 81 |
Avg Bars in Losers | 92 | 118 | 69 | 92 | 118 | 69 |
Bars Traded | 7010 | 4460 | 2550 | 7010 | 4460 | 2550 |
Profit Streak | 113.8686 | 181.3686 | 113.8686 | 113.8686 | 181.3686 | 113.8686 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110283 | 447250 | -579709 | -701110 | -152047 | -581375 |
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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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