Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507514.2983 | 551524.7096 | -44010.4113 | 125900.1899 | 213753.8167 | -87853.6268 |
Total P&L (%) | 507.5143 | 551.5247 | -44.0104 | 125.9002 | 213.7538 | -87.8536 |
Avg Daily Profit (%) | 0.2339 | 0.2542 | -0.0203 | 0.0376 | 0.0527 | -0.0971 |
Buy And Hold Return (%) | 204.0275 | 204.0275 | 204.0275 | 204.0275 | 204.0275 | 204.0275 |
Max Trade Drawdown | -120261 | -114711 | -53923 | -711864 | -665753 | -183968 |
Profit Factor | 2.1007 | 2.7176 | 0.6856 | 1.0745 | 1.1613 | 0.7583 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 61.9048 | 67.7419 | 56.25 | 61.9048 | 67.7419 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2927 | 1.2941 | 0.5333 | 0.6613 | 0.553 | 0.5898 |
Largest Winning Trade | 179440 | 179440 | 13924 | 172792 | 172792 | 61131 |
Largest Losing Trade | -83584 | -83584 | -41955 | -433115 | -433115 | -61697 |
Avg Bars in Trades | 182 | 364 | 6 | 182 | 364 | 6 |
Avg Bars in Winners | 156 | 284 | 7 | 156 | 284 | 7 |
Avg Bars in Losers | 224 | 532 | 5 | 224 | 532 | 5 |
Bars Traded | 11516 | 11305 | 211 | 11516 | 11305 | 211 |
Profit Streak | 157.179 | 157.179 | 304.3457 | 157.179 | 157.179 | 304.3457 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140532 | 433309 | -578375 | -596798 | -315425 | -578375 |
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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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