Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241295.2264 | 201966.5373 | 39328.6891 | -13993.6849 | -38304.6336 | 24310.9487 |
Total P&L (%) | 241.2952 | 201.9665 | 39.3287 | -13.9937 | -38.3046 | 24.3109 |
Avg Daily Profit (%) | 0.1771 | 0.1482 | 0.0289 | -0.0111 | -0.0354 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112683 | -112053 | -14119 | -227070 | -220269 | -20405 |
Profit Factor | 1.6581 | 1.613 | 2.0573 | 0.9664 | 0.8986 | 1.6297 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 60.6557 | 66.6667 | 54.8387 | 60.6557 | 66.6667 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.0755 | 0.8065 | 1.6943 | 0.6269 | 0.4493 | 1.3421 |
Largest Winning Trade | 139980 | 139980 | 9574 | 70161 | 70161 | 12759 |
Largest Losing Trade | -63598 | -63598 | -7136 | -157105 | -157105 | -16105 |
Avg Bars in Trades | 251 | 505 | 5 | 251 | 505 | 5 |
Avg Bars in Winners | 106 | 192 | 5 | 106 | 192 | 5 |
Avg Bars in Losers | 475 | 1132 | 6 | 475 | 1132 | 6 |
Bars Traded | 15354 | 15173 | 181 | 15354 | 15173 | 181 |
Profit Streak | 84.4316 | 96.0983 | 84.4316 | 84.4316 | 96.0983 | 84.4316 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153665 | 309162 | -150467 | -743897 | -577266 | -171323 |
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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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