Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609240.5808 | 613392.0283 | -4151.4475 | -6750.4976 | 342933.2417 | -349683.7394 |
Total P&L (%) | 609.2406 | 613.392 | -4.1514 | -6.7505 | 342.9332 | -349.6837 |
Avg Daily Profit (%) | 0.3246 | 0.3268 | -0.0022 | -0.0037 | 0.0793 | 0 |
Buy And Hold Return (%) | 24.7031 | 24.7031 | 24.7031 | 24.7031 | 24.7031 | 24.7031 |
Max Trade Drawdown | -297181 | -190522 | -155693 | -567358 | -240512 | -432080 |
Profit Factor | 2.2346 | 3.4108 | 0.9826 | 0.9928 | 2.0551 | 0.4336 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 59.0164 | 56.6667 | 61.2903 | 59.0164 | 56.6667 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.5518 | 2.6083 | 0.6206 | 0.6895 | 1.5715 | 0.2738 |
Largest Winning Trade | 375239 | 375239 | 27769 | 435593 | 435593 | 88883 |
Largest Losing Trade | -77103 | -77103 | -49196 | -200871 | -200871 | -157656 |
Avg Bars in Trades | 84 | 143 | 28 | 84 | 143 | 28 |
Avg Bars in Winners | 52 | 76 | 30 | 52 | 76 | 30 |
Avg Bars in Losers | 131 | 230 | 24 | 131 | 230 | 24 |
Bars Traded | 5163 | 4290 | 873 | 5163 | 4290 | 873 |
Profit Streak | 137.3035 | 160.3035 | 137.3035 | 137.3035 | 160.3035 | 137.3035 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149963 | 642356 | -577693 | -744097 | -80940 | -577693 |
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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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