Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391309.9321 | 394797.1824 | -3487.2504 | 227906.1684 | 236590.9193 | -8684.7509 |
Total P&L (%) | 391.3099 | 394.7972 | -3.4873 | 227.9062 | 236.5909 | -8.6848 |
Avg Daily Profit (%) | 0.3757 | 0.379 | -0.0033 | 0.1141 | 0.1166 | -0.0087 |
Buy And Hold Return (%) | 47.4306 | 47.4306 | 47.4306 | 47.4306 | 47.4306 | 47.4306 |
Max Trade Drawdown | -73938 | -72763 | -4259 | -124866 | -118348 | -12192 |
Profit Factor | 3.0654 | 3.2153 | 0.6899 | 1.698 | 1.7793 | 0.6214 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 45.7627 | 44.8276 | 46.6667 | 45.7627 | 44.8276 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.6331 | 3.9573 | 0.7885 | 2.0124 | 2.1899 | 0.7101 |
Largest Winning Trade | 397973 | 397973 | 2134 | 259858 | 259858 | 6025 |
Largest Losing Trade | -27131 | -27131 | -2354 | -94973 | -94973 | -8439 |
Avg Bars in Trades | 294 | 598 | 1 | 294 | 598 | 1 |
Avg Bars in Winners | 454 | 943 | 1 | 454 | 943 | 1 |
Avg Bars in Losers | 159 | 318 | 1 | 159 | 318 | 1 |
Bars Traded | 17388 | 17357 | 31 | 17388 | 17357 | 31 |
Profit Streak | 297.5111 | 497.3444 | 297.5111 | 297.5111 | 497.3444 | 297.5111 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165201 | 524385 | -580700 | -219182 | -36062 | -581256 |
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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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