Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342801.0343 | 404870.5981 | -62069.5638 | -45976.6401 | 129548.2949 | -175524.935 |
Total P&L (%) | 342.801 | 404.8706 | -62.0696 | -45.9766 | 129.5483 | -175.5249 |
Avg Daily Profit (%) | 0.1645 | 0.1943 | -0.0298 | -0.0296 | 0.0399 | 0 |
Buy And Hold Return (%) | 69.4118 | 69.4118 | 69.4118 | 69.4118 | 69.4118 | 69.4118 |
Max Trade Drawdown | -133222 | -70946 | -94404 | -474238 | -232771 | -266361 |
Profit Factor | 1.6856 | 3.0857 | 0.7971 | 0.9511 | 1.3397 | 0.6855 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.3339 | 4.8856 | 0.9679 | 1.3169 | 2.1212 | 0.8324 |
Largest Winning Trade | 432677 | 432677 | 37802 | 315811 | 315811 | 100017 |
Largest Losing Trade | -62924 | -27633 | -62924 | -208164 | -126322 | -208164 |
Avg Bars in Trades | 391 | 340 | 442 | 391 | 340 | 442 |
Avg Bars in Winners | 645 | 517 | 755 | 645 | 517 | 755 |
Avg Bars in Losers | 207 | 228 | 183 | 207 | 228 | 183 |
Bars Traded | 24254 | 10551 | 13703 | 24254 | 10551 | 13703 |
Profit Streak | 84.0837 | 123.3337 | 0 | 84.0837 | 123.3337 | 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 | -152232 | 317700 | -582699 | -740467 | -149822 | -582699 |
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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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