Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432318.7913 | 454282.5311 | -21963.7399 | -30870.2483 | -36111.335 | 5241.0868 |
Total P&L (%) | 432.3188 | 454.2825 | -21.9637 | -30.8702 | -36.1113 | 5.2411 |
Avg Daily Profit (%) | 0.2672 | 0.2808 | -0.0136 | -0.0228 | -0.0277 | 0.0032 |
Buy And Hold Return (%) | 21.5819 | 21.5819 | 21.5819 | 21.5819 | 21.5819 | 21.5819 |
Max Trade Drawdown | -140978 | -159655 | -63218 | -820693 | -927273 | -165701 |
Profit Factor | 1.7269 | 1.9662 | 0.8237 | 0.9842 | 0.9788 | 1.0206 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 37.2881 | 41.3793 | 33.3333 | 37.2881 | 41.3793 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.9043 | 2.7855 | 1.6473 | 1.6553 | 1.3866 | 2.0411 |
Largest Winning Trade | 186349 | 186349 | 23915 | 458425 | 458425 | 151739 |
Largest Losing Trade | -70893 | -70893 | -15652 | -587904 | -587904 | -55148 |
Avg Bars in Trades | 318 | 601 | 44 | 318 | 601 | 44 |
Avg Bars in Winners | 504 | 877 | 56 | 504 | 877 | 56 |
Avg Bars in Losers | 207 | 406 | 38 | 207 | 406 | 38 |
Bars Traded | 18780 | 17448 | 1332 | 18780 | 17448 | 1332 |
Profit Streak | 481.6828 | 0 | 536.4328 | 481.6828 | 0 | 536.4328 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172668 | 310997 | -583945 | -762136 | -582518 | -557113 |
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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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