Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296989.2876 | 311650.4332 | -14661.1457 | -41409.6478 | 270001.4701 | -311411.1179 |
Total P&L (%) | 296.9893 | 311.6504 | -14.6611 | -41.4096 | 270.0015 | -311.4111 |
Avg Daily Profit (%) | 0.2387 | 0.2505 | -0.0118 | -0.043 | 0.1052 | 0 |
Buy And Hold Return (%) | 164.5295 | 164.5295 | 164.5295 | 164.5295 | 164.5295 | 164.5295 |
Max Trade Drawdown | -104836 | -69781 | -108574 | -580741 | -176594 | -433558 |
Profit Factor | 1.7347 | 2.8213 | 0.9371 | 0.951 | 1.9331 | 0.4401 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 69.4915 | 63.3333 | 75.8621 | 69.4915 | 63.3333 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.7616 | 1.6334 | 0.2982 | 0.4175 | 1.1191 | 0.14 |
Largest Winning Trade | 227760 | 227760 | 19756 | 227760 | 227760 | 54660 |
Largest Losing Trade | -84829 | -39713 | -84829 | -324688 | -175460 | -324688 |
Avg Bars in Trades | 120 | 121 | 120 | 120 | 121 | 120 |
Avg Bars in Winners | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Losers | 269 | 242 | 311 | 269 | 242 | 311 |
Bars Traded | 7137 | 3636 | 3501 | 7137 | 3636 | 3501 |
Profit Streak | 11.658 | 96.3246 | 0 | 11.658 | 96.3246 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176070 | 321223 | -577480 | -757121 | -56183 | -577480 |
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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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