Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380516.2843 | 350530.9009 | 29985.3834 | 239951.4502 | 542000.0102 | -302048.56 |
Total P&L (%) | 380.5163 | 350.5309 | 29.9854 | 239.9515 | 542 | -302.0486 |
Avg Daily Profit (%) | 0.2216 | 0.2042 | 0.0175 | 0.0713 | 0.1084 | 0 |
Buy And Hold Return (%) | 126.7918 | 126.7918 | 126.7918 | 126.7918 | 126.7918 | 126.7918 |
Max Trade Drawdown | -147082 | -59544 | -94750 | -556463 | -144585 | -442099 |
Profit Factor | 1.9013 | 3.3737 | 1.1092 | 1.2437 | 3.1797 | 0.5896 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 54.6875 | 53.125 | 56.25 |
Ratio Avg Win / Avg Loss | 1.5753 | 2.9768 | 0.8627 | 1.0305 | 2.8056 | 0.4586 |
Largest Winning Trade | 129513 | 129513 | 57121 | 190217 | 190217 | 84315 |
Largest Losing Trade | -65082 | -29588 | -65082 | -407383 | -72803 | -407383 |
Avg Bars in Trades | 103 | 118 | 87 | 103 | 118 | 87 |
Avg Bars in Winners | 128 | 143 | 113 | 128 | 143 | 113 |
Avg Bars in Losers | 73 | 91 | 53 | 73 | 91 | 53 |
Bars Traded | 6600 | 3801 | 2799 | 6600 | 3801 | 2799 |
Profit Streak | 25.8995 | 138.3995 | 0 | 25.8995 | 138.3995 | 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 | -134044 | 436353 | -436571 | -247967 | -42486 | -580000 |
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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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