Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793093.4154 | 864376.807 | -71283.3917 | -79120.5141 | -24512.6685 | -54607.8456 |
Total P&L (%) | 793.0934 | 864.3768 | -71.2834 | -79.1205 | -24.5127 | -54.6078 |
Avg Daily Profit (%) | 0.3286 | 0.3581 | -0.0295 | -0.0649 | -0.0117 | -0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323131 | -220744 | -127536 | -808438 | -754579 | -311676 |
Profit Factor | 2.1832 | 3.1921 | 0.7417 | 0.9428 | 0.9724 | 0.8894 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 37.2881 | 31.0345 | 43.3333 | 37.2881 | 31.0345 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.6718 | 7.0936 | 0.9699 | 1.5856 | 2.161 | 1.163 |
Largest Winning Trade | 658539 | 658539 | 53207 | 369251 | 369251 | 265095 |
Largest Losing Trade | -60690 | -59056 | -60690 | -484068 | -484068 | -207267 |
Avg Bars in Trades | 74 | 115 | 35 | 74 | 115 | 35 |
Avg Bars in Winners | 69 | 109 | 41 | 69 | 109 | 41 |
Avg Bars in Losers | 77 | 118 | 29 | 77 | 118 | 29 |
Bars Traded | 4415 | 3363 | 1052 | 4415 | 3363 | 1052 |
Profit Streak | 124.4962 | 124.4962 | 315.9962 | 124.4962 | 124.4962 | 315.9962 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170078 | 310525 | -582451 | -761369 | -584864 | -580784 |
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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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