Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355667.6343 | 300382.5407 | 55285.0936 | 337169.1336 | 210023.1206 | 127146.013 |
Total P&L (%) | 355.6676 | 300.3825 | 55.2851 | 337.1691 | 210.0231 | 127.146 |
Avg Daily Profit (%) | 0.2845 | 0.2403 | 0.0442 | 0.1181 | 0.0906 | 0.0657 |
Buy And Hold Return (%) | 46.116 | 46.116 | 46.116 | 46.116 | 46.116 | 46.116 |
Max Trade Drawdown | -106497 | -67097 | -63161 | -656146 | -406070 | -311226 |
Profit Factor | 1.9401 | 2.3165 | 1.3681 | 1.2282 | 1.2284 | 1.228 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 48.2759 | 41.3793 | 55.1724 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.0786 | 3.2818 | 1.1116 | 1.316 | 1.7402 | 0.9977 |
Largest Winning Trade | 157848 | 157848 | 43547 | 303020 | 272645 | 303020 |
Largest Losing Trade | -35246 | -35246 | -24805 | -219722 | -219722 | -125608 |
Avg Bars in Trades | 60 | 79 | 42 | 60 | 79 | 42 |
Avg Bars in Winners | 70 | 104 | 45 | 70 | 104 | 45 |
Avg Bars in Losers | 51 | 61 | 37 | 51 | 61 | 37 |
Bars Traded | 3515 | 2293 | 1222 | 3515 | 2293 | 1222 |
Profit Streak | 31.8686 | 0 | 48.8686 | 31.8686 | 0 | 48.8686 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167601 | 311212 | -236078 | -215348 | -76440 | -109438 |
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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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