Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532989.1326 | 523504.0837 | 9485.0489 | 186179.158 | 276800.2531 | -90621.0951 |
Total P&L (%) | 532.9891 | 523.5041 | 9.485 | 186.1792 | 276.8003 | -90.6211 |
Avg Daily Profit (%) | 0.2904 | 0.2852 | 0.0052 | 0.0573 | 0.0723 | -0.1289 |
Buy And Hold Return (%) | 145.0015 | 145.0015 | 145.0015 | 145.0015 | 145.0015 | 145.0015 |
Max Trade Drawdown | -177981 | -111776 | -96892 | -272521 | -96092 | -179980 |
Profit Factor | 2.0887 | 3.6021 | 1.0329 | 1.414 | 3.1259 | 0.7164 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 59.0164 | 61.2903 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.4505 | 2.275 | 0.7899 | 0.9819 | 1.9742 | 0.5478 |
Largest Winning Trade | 362912 | 362912 | 56913 | 137038 | 137038 | 75691 |
Largest Losing Trade | -63159 | -35460 | -63159 | -167009 | -36992 | -167009 |
Avg Bars in Trades | 86 | 83 | 88 | 86 | 83 | 88 |
Avg Bars in Winners | 93 | 89 | 99 | 93 | 89 | 99 |
Avg Bars in Losers | 74 | 74 | 75 | 74 | 74 | 75 |
Bars Traded | 5250 | 2586 | 2664 | 5250 | 2586 | 2664 |
Profit Streak | 70.8652 | 238.8652 | 0 | 70.8652 | 238.8652 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155112 | 568529 | -536892 | -358985 | -95098 | -579961 |
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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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