Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498176.9833 | 502961.2885 | -4784.3051 | 7879.4202 | 77491.0892 | -69611.669 |
Total P&L (%) | 498.177 | 502.9613 | -4.7843 | 7.8794 | 77.4911 | -69.6117 |
Avg Daily Profit (%) | 0.2669 | 0.2694 | -0.0026 | 0.0041 | 0.0307 | -0.0638 |
Buy And Hold Return (%) | 26.2923 | 26.2923 | 26.2923 | 26.2923 | 26.2923 | 26.2923 |
Max Trade Drawdown | -210421 | -122152 | -163132 | -93910 | -37504 | -37208 |
Profit Factor | 1.8009 | 2.5692 | 0.9841 | 1.0439 | 2.3086 | 0.422 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.2165 | 3.1621 | 1.2112 | 1.2848 | 2.8414 | 0.5194 |
Largest Winning Trade | 238233 | 238233 | 42409 | 47345 | 47345 | 15278 |
Largest Losing Trade | -79564 | -40273 | -79564 | -77379 | -20982 | -77379 |
Avg Bars in Trades | 123 | 127 | 119 | 123 | 127 | 119 |
Avg Bars in Winners | 161 | 150 | 172 | 161 | 150 | 172 |
Avg Bars in Losers | 92 | 108 | 76 | 92 | 108 | 76 |
Bars Traded | 7153 | 3696 | 3457 | 7153 | 3696 | 3457 |
Profit Streak | 317.8674 | 356.6174 | 317.8674 | 317.8674 | 356.6174 | 317.8674 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168495 | 461018 | -579832 | -705550 | -151305 | -581498 |
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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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