Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451670.1368 | 470152.3114 | -18482.1747 | 59089.0224 | 242541.7792 | -183452.7569 |
Total P&L (%) | 451.6701 | 470.1523 | -18.4822 | 59.089 | 242.5418 | -183.4528 |
Avg Daily Profit (%) | 0.2168 | 0.2257 | -0.0089 | 0.0223 | 0.0591 | 0 |
Buy And Hold Return (%) | 53.0375 | 53.0375 | 53.0375 | 53.0375 | 53.0375 | 53.0375 |
Max Trade Drawdown | -176198 | -86857 | -110861 | -738027 | -333407 | -505265 |
Profit Factor | 1.9568 | 3.4735 | 0.9345 | 1.0332 | 1.3297 | 0.8246 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 37.8788 | 36.3636 | 39.3939 | 37.8788 | 36.3636 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.2092 | 6.0787 | 1.4376 | 1.6944 | 2.327 | 1.2685 |
Largest Winning Trade | 444108 | 444108 | 40513 | 437501 | 437501 | 205971 |
Largest Losing Trade | -46897 | -27285 | -46897 | -282555 | -218764 | -282555 |
Avg Bars in Trades | 366 | 326 | 407 | 366 | 326 | 407 |
Avg Bars in Winners | 727 | 628 | 819 | 727 | 628 | 819 |
Avg Bars in Losers | 146 | 153 | 139 | 146 | 153 | 139 |
Bars Traded | 24215 | 10766 | 13449 | 24215 | 10766 | 13449 |
Profit Streak | 81.5386 | 120.5386 | 0 | 81.5386 | 120.5386 | 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 | -121451 | 349975 | -583260 | -609227 | -119084 | -583260 |
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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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