Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411428.2144 | 349947.3612 | 61480.8532 | 783003.6995 | 652324.6909 | 130679.0086 |
Total P&L (%) | 411.4282 | 349.9474 | 61.4809 | 783.0037 | 652.3247 | 130.679 |
Avg Daily Profit (%) | 0.395 | 0.3359 | 0.059 | 0.2093 | 0.1939 | 0.0803 |
Buy And Hold Return (%) | 138.9017 | 138.9017 | 138.9017 | 138.9017 | 138.9017 | 138.9017 |
Max Trade Drawdown | -39487 | -33330 | -29165 | -339956 | -294488 | -277136 |
Profit Factor | 2.7426 | 4.2888 | 1.474 | 1.6425 | 2.242 | 1.1885 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 48.4375 | 50 | 46.875 | 48.4375 | 50 | 46.875 |
Ratio Avg Win / Avg Loss | 2.9195 | 4.2888 | 1.6706 | 1.7485 | 2.242 | 1.3469 |
Largest Winning Trade | 257722 | 257722 | 26667 | 566467 | 566467 | 210883 |
Largest Losing Trade | -26727 | -11404 | -26727 | -241370 | -123769 | -241370 |
Avg Bars in Trades | 381 | 354 | 408 | 381 | 354 | 408 |
Avg Bars in Winners | 594 | 571 | 619 | 594 | 571 | 619 |
Avg Bars in Losers | 181 | 137 | 222 | 181 | 137 | 222 |
Bars Traded | 24423 | 11350 | 13073 | 24423 | 11350 | 13073 |
Profit Streak | 19.078 | 38.328 | 0 | 19.078 | 38.328 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132172 | 469132 | -278878 | -133228 | 401866 | -266015 |
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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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