Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352089.4141 | 344125.5541 | 7963.86 | -36722.1589 | -15902.6428 | -20819.5161 |
Total P&L (%) | 352.0894 | 344.1256 | 7.9639 | -36.7222 | -15.9026 | -20.8195 |
Avg Daily Profit (%) | 0.1534 | 0.1499 | 0.0035 | -0.0199 | -0.0075 | -0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132473 | -142356 | -137488 | -65443 | -55951 | -66257 |
Profit Factor | 1.5816 | 1.9838 | 1.0312 | 0.8562 | 0.8978 | 0.7912 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 52.459 | 45.1613 | 60 | 52.459 | 45.1613 | 60 |
Ratio Avg Win / Avg Loss | 1.4333 | 2.4089 | 0.6874 | 0.7759 | 1.0902 | 0.5275 |
Largest Winning Trade | 245738 | 245738 | 59151 | 54490 | 54490 | 15298 |
Largest Losing Trade | -51520 | -44171 | -51520 | -38782 | -38782 | -24178 |
Avg Bars in Trades | 72 | 78 | 66 | 72 | 78 | 66 |
Avg Bars in Winners | 93 | 112 | 79 | 93 | 112 | 79 |
Avg Bars in Losers | 49 | 50 | 47 | 49 | 50 | 47 |
Bars Traded | 4428 | 2430 | 1997 | 4428 | 2430 | 1997 |
Profit Streak | 160.6961 | 160.6961 | 577.6961 | 160.6961 | 160.6961 | 577.6961 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155688 | 342101 | -539276 | -745493 | -580455 | -578178 |
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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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