Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333913.998 | 347615.4994 | -13701.5014 | 111069.4145 | 414413.6321 | -303344.2176 |
Total P&L (%) | 333.914 | 347.6155 | -13.7015 | 111.0694 | 414.4136 | -303.3442 |
Avg Daily Profit (%) | 0.2364 | 0.2461 | -0.0097 | 0.0529 | 0.116 | 0 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -134613 | -86634 | -133297 | -798257 | -498314 | -592207 |
Profit Factor | 1.7719 | 2.9942 | 0.9469 | 1.0539 | 1.469 | 0.7425 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 57.6271 | 60 | 55.1724 | 57.6271 | 60 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.3029 | 1.9962 | 0.7694 | 0.7749 | 0.9793 | 0.6033 |
Largest Winning Trade | 168701 | 168701 | 63708 | 366114 | 366114 | 257762 |
Largest Losing Trade | -51848 | -29005 | -51848 | -291807 | -173143 | -291807 |
Avg Bars in Trades | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Winners | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Losers | 38 | 45 | 32 | 38 | 45 | 32 |
Bars Traded | 2515 | 1319 | 1196 | 2515 | 1319 | 1196 |
Profit Streak | 586.8614 | 719.3614 | 0 | 586.8614 | 719.3614 | 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 | -168602 | 548628 | -580162 | -470683 | -36454 | -580162 |
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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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