Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293330.3358 | 353088.9942 | -59758.6584 | -55882.1237 | 133547.521 | -189429.6446 |
Total P&L (%) | 293.3303 | 353.089 | -59.7587 | -55.8821 | 133.5475 | -189.4296 |
Avg Daily Profit (%) | 0.157 | 0.189 | -0.032 | -0.0438 | 0.0454 | 0 |
Buy And Hold Return (%) | 12.8369 | 12.8369 | 12.8369 | 12.8369 | 12.8369 | 12.8369 |
Max Trade Drawdown | -329265 | -166022 | -202708 | -254746 | -72398 | -188351 |
Profit Factor | 1.4465 | 2.0491 | 0.8135 | 0.8229 | 2.2696 | 0.0993 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 46.875 | 38.7097 | 42.8571 | 46.875 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.9287 | 2.3223 | 1.288 | 1.0972 | 2.5722 | 0.1572 |
Largest Winning Trade | 222579 | 222579 | 43640 | 168408 | 168408 | 7717 |
Largest Losing Trade | -54322 | -49846 | -54322 | -85021 | -57630 | -85021 |
Avg Bars in Trades | 82 | 74 | 91 | 82 | 74 | 91 |
Avg Bars in Winners | 122 | 107 | 140 | 122 | 107 | 140 |
Avg Bars in Losers | 53 | 45 | 60 | 53 | 45 | 60 |
Bars Traded | 5214 | 2385 | 2829 | 5214 | 2385 | 2829 |
Profit Streak | 318.7246 | 355.7246 | 318.7246 | 318.7246 | 355.7246 | 318.7246 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143324 | 414627 | -582575 | -731779 | -127833 | -584242 |
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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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