Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486867.4781 | 590324.3753 | -103456.8972 | -357627.0117 | 435720.928 | -793347.9396 |
Total P&L (%) | 486.8675 | 590.3244 | -103.4569 | -357.627 | 435.7209 | -793.3479 |
Avg Daily Profit (%) | 0.2195 | 0.2662 | -0.0466 | 0 | 0.0757 | 0 |
Buy And Hold Return (%) | 283.8838 | 283.8838 | 283.8838 | 283.8838 | 283.8838 | 283.8838 |
Max Trade Drawdown | -331546 | -76635 | -330878 | -783437 | -202587 | -875033 |
Profit Factor | 1.6776 | 3.5386 | 0.7871 | 0.7918 | 1.8631 | 0.3458 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 17 | 16 | 27 | 18 | 9 |
Losing Trades | 29 | 14 | 15 | 35 | 13 | 22 |
Profitability (%) | 53.2258 | 54.8387 | 51.6129 | 43.5484 | 58.0645 | 29.0323 |
Ratio Avg Win / Avg Loss | 1.4743 | 2.9141 | 0.7379 | 1.0264 | 1.3455 | 0.8452 |
Largest Winning Trade | 405067 | 405067 | 57697 | 169775 | 169775 | 107683 |
Largest Losing Trade | -155139 | -48446 | -155139 | -201544 | -121406 | -201544 |
Avg Bars in Trades | 102 | 125 | 80 | 102 | 125 | 80 |
Avg Bars in Winners | 83 | 88 | 78 | 145 | 170 | 95 |
Avg Bars in Losers | 123 | 169 | 81 | 69 | 61 | 73 |
Bars Traded | 6356 | 3876 | 2480 | 6356 | 3876 | 2480 |
Profit Streak | 138.6433 | 138.6433 | 531.9766 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155600 | 378550 | -579222 | -740397 | -98429 | -592860 |
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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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