Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398661.1102 | 417846.1273 | -19185.0171 | -12802.2101 | 253347.0594 | -266149.2695 |
Total P&L (%) | 398.6611 | 417.8461 | -19.185 | -12.8022 | 253.3471 | -266.1493 |
Avg Daily Profit (%) | 0.159 | 0.1667 | -0.0077 | -0.0055 | 0.0504 | 0 |
Buy And Hold Return (%) | 16.1715 | 16.1715 | 16.1715 | 16.1715 | 16.1715 | 16.1715 |
Max Trade Drawdown | -224673 | -128596 | -133039 | -1644215 | -918189 | -775884 |
Profit Factor | 1.6911 | 2.4888 | 0.9352 | 0.9957 | 1.2028 | 0.8435 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.3415 | 3.9406 | 1.1356 | 1.3786 | 1.9045 | 1.0242 |
Largest Winning Trade | 404139 | 404139 | 50675 | 808293 | 808293 | 475399 |
Largest Losing Trade | -45403 | -29179 | -45403 | -775884 | -304308 | -775884 |
Avg Bars in Trades | 117 | 137 | 98 | 117 | 137 | 98 |
Avg Bars in Winners | 186 | 224 | 154 | 186 | 224 | 154 |
Avg Bars in Losers | 67 | 82 | 51 | 67 | 82 | 51 |
Bars Traded | 7289 | 4248 | 3041 | 7289 | 4248 | 3041 |
Profit Streak | 92.1589 | 129.1589 | 92.1589 | 92.1589 | 129.1589 | 92.1589 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150078 | 309901 | -580474 | -739665 | -128525 | -580474 |
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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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