Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074385.1104 | 1095935.0104 | -21549.9001 | 109410.0986 | 77827.8606 | 31582.238 |
Total P&L (%) | 1074.3851 | 1095.935 | -21.5499 | 109.4101 | 77.8279 | 31.5822 |
Avg Daily Profit (%) | 0.5819 | 0.5935 | -0.0117 | 0.04 | 0.0312 | 0.0149 |
Buy And Hold Return (%) | 180.7963 | 180.7963 | 180.7963 | 180.7963 | 180.7963 | 180.7963 |
Max Trade Drawdown | -179087 | -99166 | -111910 | -1694309 | -924917 | -867276 |
Profit Factor | 2.6609 | 5.3972 | 0.9458 | 1.0365 | 1.0536 | 1.0204 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 36.6667 | 45.1613 | 40.9836 | 36.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.8317 | 9.3225 | 1.1485 | 1.4925 | 1.8199 | 1.239 |
Largest Winning Trade | 902245 | 902245 | 73664 | 470680 | 470680 | 395288 |
Largest Losing Trade | -66643 | -38994 | -66643 | -736063 | -722650 | -736063 |
Avg Bars in Trades | 178 | 172 | 183 | 178 | 172 | 183 |
Avg Bars in Winners | 307 | 291 | 320 | 307 | 291 | 320 |
Avg Bars in Losers | 87 | 103 | 71 | 87 | 103 | 71 |
Bars Traded | 10861 | 5162 | 5699 | 10861 | 5162 | 5699 |
Profit Streak | 55.0143 | 0 | 156.3477 | 55.0143 | 0 | 156.3477 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153549 | 490650 | -580068 | -654854 | -482676 | -537836 |
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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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