Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85242.8232 | 218495.6019 | -133252.7787 | 260830.8979 | 269582.0139 | -8751.116 |
Total P&L (%) | 85.2428 | 218.4956 | -133.2528 | 260.8309 | 269.582 | -8.7511 |
Avg Daily Profit (%) | 0.0684 | 0.1752 | -0.1069 | 0.103 | 0.1049 | -0.0073 |
Buy And Hold Return (%) | 40.4789 | 40.4789 | 40.4789 | 40.4789 | 40.4789 | 40.4789 |
Max Trade Drawdown | -118761 | -23545 | -132845 | -593393 | -150319 | -514120 |
Profit Factor | 1.138 | 3.6088 | 0.7504 | 1.1937 | 1.8853 | 0.9916 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 43 | 22 | 21 | 41 | 23 | 18 |
Losing Trades | 17 | 8 | 9 | 19 | 7 | 12 |
Profitability (%) | 71.6667 | 73.3333 | 70 | 68.3333 | 76.6667 | 60 |
Ratio Avg Win / Avg Loss | 0.4499 | 1.3123 | 0.3216 | 0.5532 | 0.5738 | 0.6611 |
Largest Winning Trade | 37814 | 37814 | 29929 | 312582 | 99946 | 312582 |
Largest Losing Trade | -256985 | -23545 | -256985 | -514120 | -150319 | -514120 |
Avg Bars in Trades | 118 | 91 | 145 | 118 | 91 | 145 |
Avg Bars in Winners | 75 | 67 | 83 | 90 | 78 | 105 |
Avg Bars in Losers | 227 | 159 | 288 | 179 | 136 | 204 |
Bars Traded | 7103 | 2748 | 4355 | 7103 | 2748 | 4355 |
Profit Streak | 34.6771 | 90.8437 | 34.6771 | 34.6771 | 90.8437 | 34.6771 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -347483 | 573898 | -577690 | -234732 | -48018 | -578987 |
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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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