Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415746.2605 | 388076.4937 | 27669.7669 | 125750.6876 | -482557.278 | 608307.9656 |
Total P&L (%) | 415.7463 | 388.0765 | 27.6698 | 125.7507 | -482.5573 | 608.308 |
Avg Daily Profit (%) | 0.2251 | 0.2101 | 0.015 | 0.0441 | 0 | 0.106 |
Buy And Hold Return (%) | 46.864 | 46.864 | 46.864 | 46.864 | 46.864 | 46.864 |
Max Trade Drawdown | -148054 | -146646 | -23820 | -4774922 | -4717695 | -453300 |
Profit Factor | 1.9165 | 2.0898 | 1.2837 | 1.0155 | 0.9322 | 1.6009 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Losing Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Profitability (%) | 54.0984 | 66.6667 | 41.9355 | 54.0984 | 66.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.6261 | 1.0449 | 1.7774 | 0.8616 | 0.4661 | 2.2167 |
Largest Winning Trade | 141453 | 141453 | 25686 | 1344431 | 1344431 | 358245 |
Largest Losing Trade | -70943 | -70943 | -21711 | -2133541 | -2133541 | -453300 |
Avg Bars in Trades | 332 | 651 | 22 | 332 | 651 | 22 |
Avg Bars in Winners | 164 | 257 | 21 | 164 | 257 | 21 |
Avg Bars in Losers | 529 | 1440 | 23 | 529 | 1440 | 23 |
Bars Traded | 20259 | 19554 | 705 | 20259 | 19554 | 705 |
Profit Streak | 66.6414 | 0 | 136.8914 | 66.6414 | 0 | 136.8914 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153435 | 456579 | -339843 | -507503 | -578665 | -50293 |
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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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