Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380610.4968 | 379203.1103 | 1407.3864 | 39155.0138 | 172281.6409 | -133126.6271 |
Total P&L (%) | 380.6105 | 379.2031 | 1.4074 | 39.155 | 172.2816 | -133.1266 |
Avg Daily Profit (%) | 0.2036 | 0.2029 | 0.0008 | 0.0177 | 0.0536 | 0 |
Buy And Hold Return (%) | 18.6762 | 18.6762 | 18.6762 | 18.6762 | 18.6762 | 18.6762 |
Max Trade Drawdown | -199283 | -43689 | -171412 | -121415 | -27405 | -107082 |
Profit Factor | 1.721 | 3.6397 | 1.0037 | 1.1095 | 3.3831 | 0.5332 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 57.377 | 61.2903 | 53.3333 | 57.377 | 61.2903 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2785 | 2.2988 | 0.8782 | 0.8242 | 2.1367 | 0.4665 |
Largest Winning Trade | 231886 | 231886 | 48247 | 115999 | 115999 | 73527 |
Largest Losing Trade | -66017 | -37618 | -66017 | -79987 | -27405 | -79987 |
Avg Bars in Trades | 84 | 54 | 115 | 84 | 54 | 115 |
Avg Bars in Winners | 97 | 69 | 129 | 97 | 69 | 129 |
Avg Bars in Losers | 67 | 29 | 99 | 67 | 29 | 99 |
Bars Traded | 5150 | 1676 | 3474 | 5150 | 1676 | 3474 |
Profit Streak | 72.6642 | 171.3309 | 0 | 72.6642 | 171.3309 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154682 | 606061 | -575360 | -441667 | -112467 | -580393 |
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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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