Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350137.6549 | 214481.3698 | 135656.2852 | 1049093.6525 | 2129831.123 | -1080737.4705 |
Total P&L (%) | 350.1377 | 214.4814 | 135.6563 | 1049.0937 | 2129.8311 | -1080.7375 |
Avg Daily Profit (%) | 0.1939 | 0.1188 | 0.0751 | 0.1353 | 0.172 | 0 |
Buy And Hold Return (%) | 208.3198 | 208.3198 | 208.3198 | 208.3198 | 208.3198 | 208.3198 |
Max Trade Drawdown | -91366 | -48440 | -95513 | -2031871 | -345210 | -2438409 |
Profit Factor | 2.3635 | 3.0403 | 1.8944 | 1.2647 | 3.4601 | 0.6511 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 11 | 5 | 6 | 11 | 5 | 6 |
Profitability (%) | 82.2581 | 83.871 | 80.6452 | 82.2581 | 83.871 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.5098 | 0.5847 | 0.4547 | 0.2728 | 0.6654 | 0.1563 |
Largest Winning Trade | 34367 | 32383 | 34367 | 724602 | 724602 | 203690 |
Largest Losing Trade | -50189 | -40023 | -50189 | -1486701 | -288495 | -1486701 |
Avg Bars in Trades | 52 | 53 | 50 | 52 | 53 | 50 |
Avg Bars in Winners | 30 | 35 | 25 | 30 | 35 | 25 |
Avg Bars in Losers | 153 | 148 | 157 | 153 | 148 | 157 |
Bars Traded | 3224 | 1653 | 1571 | 3224 | 1653 | 1571 |
Profit Streak | 55.603 | 140.603 | 55.603 | 55.603 | 140.603 | 55.603 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153133 | -183209 | -253139 | -168529 | 591669 | -576304 |
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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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