Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340953.5084 | 345635.7852 | -4682.2767 | 18857.354 | 88148.666 | -69291.312 |
Total P&L (%) | 340.9535 | 345.6358 | -4.6823 | 18.8574 | 88.1487 | -69.2913 |
Avg Daily Profit (%) | 0.1457 | 0.1477 | -0.002 | 0.0074 | 0.027 | -0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150371 | -30979 | -199889 | -146397 | -45426 | -168440 |
Profit Factor | 1.5892 | 2.7301 | 0.9876 | 1.034 | 1.4941 | 0.8157 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 43.75 | 53.125 | 34.375 | 43.75 | 53.125 | 34.375 |
Ratio Avg Win / Avg Loss | 2.0432 | 2.4089 | 1.8855 | 1.3294 | 1.3183 | 1.5572 |
Largest Winning Trade | 219550 | 219550 | 68947 | 62467 | 53557 | 62467 |
Largest Losing Trade | -55298 | -30749 | -55298 | -60419 | -30388 | -60419 |
Avg Bars in Trades | 211 | 162 | 261 | 211 | 162 | 261 |
Avg Bars in Winners | 309 | 227 | 435 | 309 | 227 | 435 |
Avg Bars in Losers | 135 | 88 | 169 | 135 | 88 | 169 |
Bars Traded | 13550 | 5194 | 8356 | 13550 | 5194 | 8356 |
Profit Streak | 45.8747 | 45.8747 | 72.3747 | 45.8747 | 45.8747 | 72.3747 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140774 | 370442 | -583550 | -518942 | -154584 | -583550 |
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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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