Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379051.792 | 469066.66 | -90014.8679 | -116526.0052 | -66347.6863 | -50178.3189 |
Total P&L (%) | 379.0518 | 469.0667 | -90.0149 | -116.526 | -66.3477 | -50.1783 |
Avg Daily Profit (%) | 0.2087 | 0.2583 | -0.0496 | 0 | -0.06 | -0.0384 |
Buy And Hold Return (%) | 118.5175 | 118.5175 | 118.5175 | 118.5175 | 118.5175 | 118.5175 |
Max Trade Drawdown | -163555 | -126428 | -125272 | -90762 | -120450 | -24022 |
Profit Factor | 1.5236 | 2.2854 | 0.7493 | 0.6736 | 0.6369 | 0.7121 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 30 | 16 | 14 |
Losing Trades | 31 | 16 | 15 | 32 | 15 | 17 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.5236 | 2.4378 | 0.7024 | 0.7185 | 0.5971 | 0.8648 |
Largest Winning Trade | 222943 | 222943 | 61802 | 57675 | 20367 | 57675 |
Largest Losing Trade | -107962 | -48507 | -107962 | -107962 | -56558 | -107962 |
Avg Bars in Trades | 111 | 128 | 93 | 111 | 128 | 93 |
Avg Bars in Winners | 136 | 164 | 110 | 87 | 94 | 78 |
Avg Bars in Losers | 85 | 94 | 76 | 133 | 164 | 106 |
Bars Traded | 6883 | 3971 | 2912 | 6883 | 3971 | 2912 |
Profit Streak | 0 | 0 | 0 | 67.6834 | 67.6834 | 95.9334 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151177 | 343564 | -580608 | -738935 | -580050 | -582140 |
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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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