Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228053.5284 | 256334.5463 | -28281.0179 | -781028.0027 | -404600.5611 | -376427.4416 |
Total P&L (%) | 228.0535 | 256.3345 | -28.281 | -781.028 | -404.6006 | -376.4274 |
Avg Daily Profit (%) | 0.1848 | 0.2077 | -0.0229 | 0 | 0 | 0 |
Buy And Hold Return (%) | 11.0806 | 11.0806 | 11.0806 | 11.0806 | 11.0806 | 11.0806 |
Max Trade Drawdown | -80035 | -36937 | -80035 | -652218 | -427601 | -273178 |
Profit Factor | 1.4589 | 2.7289 | 0.9189 | 0.3575 | 0.3217 | 0.392 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 42 | 19 | 23 | 15 | 10 | 5 |
Losing Trades | 16 | 10 | 6 | 43 | 19 | 24 |
Profitability (%) | 72.4138 | 65.5172 | 79.3103 | 25.8621 | 34.4828 | 17.2414 |
Ratio Avg Win / Avg Loss | 0.5558 | 1.4363 | 0.2397 | 1.0248 | 0.6112 | 1.8816 |
Largest Winning Trade | 66111 | 66111 | 37325 | 115498 | 92312 | 115498 |
Largest Losing Trade | -183069 | -36937 | -183069 | -216923 | -216923 | -183069 |
Avg Bars in Trades | 121 | 127 | 114 | 121 | 127 | 114 |
Avg Bars in Winners | 84 | 81 | 86 | 215 | 215 | 214 |
Avg Bars in Losers | 218 | 215 | 223 | 88 | 81 | 94 |
Bars Traded | 7033 | 3704 | 3329 | 7033 | 3704 | 3329 |
Profit Streak | 52.8766 | 78.71 | 52.8766 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168306 | 529285 | -576470 | -784904 | -586867 | -642065 |
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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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