Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588163.6616 | 622407.8916 | -34244.23 | 132200.5906 | 126622.2129 | 5578.3777 |
Total P&L (%) | 588.1637 | 622.4079 | -34.2442 | 132.2006 | 126.6222 | 5.5784 |
Avg Daily Profit (%) | 0.2353 | 0.249 | -0.0137 | 0.0337 | 0.0327 | 0.0022 |
Buy And Hold Return (%) | 226.7197 | 226.7197 | 226.7197 | 226.7197 | 226.7197 | 226.7197 |
Max Trade Drawdown | -173688 | -159063 | -51827 | -2930804 | -2673785 | -257439 |
Profit Factor | 2.3399 | 2.6932 | 0.5203 | 1.0356 | 1.0374 | 1.017 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 53.6232 | 58.8235 | 48.5714 | 53.6232 | 58.8235 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.0237 | 1.8853 | 0.5509 | 0.8956 | 0.7262 | 1.0768 |
Largest Winning Trade | 393821 | 393821 | 9460 | 2241523 | 2241523 | 265906 |
Largest Losing Trade | -58561 | -58561 | -13081 | -1801710 | -1801710 | -90176 |
Avg Bars in Trades | 202 | 410 | 1 | 202 | 410 | 1 |
Avg Bars in Winners | 191 | 353 | 1 | 191 | 353 | 1 |
Avg Bars in Losers | 215 | 491 | 1 | 215 | 491 | 1 |
Bars Traded | 14003 | 13954 | 49 | 14003 | 13954 | 49 |
Profit Streak | 109.0083 | 109.0083 | 140.8416 | 109.0083 | 109.0083 | 140.8416 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94777 | 444309 | -579682 | -600790 | -493915 | -556452 |
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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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