Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394303.6337 | 441659.3087 | -47355.675 | -97346.712 | 3631.5562 | -100978.2682 |
Total P&L (%) | 394.3036 | 441.6593 | -47.3557 | -97.3467 | 3.6316 | -100.9783 |
Avg Daily Profit (%) | 0.2171 | 0.2432 | -0.0261 | -0.1997 | 0.002 | 0 |
Buy And Hold Return (%) | 161.3754 | 161.3754 | 161.3754 | 161.3754 | 161.3754 | 161.3754 |
Max Trade Drawdown | -127080 | -41091 | -139174 | -4301 | -2282 | -2018 |
Profit Factor | 1.6361 | 3.5154 | 0.8934 | 0.1179 | 1.786 | 0.045 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 54.6875 | 56.25 | 53.125 | 54.6875 | 56.25 | 53.125 |
Ratio Avg Win / Avg Loss | 1.3556 | 2.7342 | 0.7883 | 0.0977 | 1.3891 | 0.0397 |
Largest Winning Trade | 114576 | 114576 | 69191 | 1852 | 1632 | 1852 |
Largest Losing Trade | -99655 | -22579 | -99655 | -99655 | -1474 | -99655 |
Avg Bars in Trades | 109 | 46 | 173 | 109 | 46 | 173 |
Avg Bars in Winners | 135 | 46 | 228 | 135 | 46 | 228 |
Avg Bars in Losers | 79 | 45 | 110 | 79 | 45 | 110 |
Bars Traded | 7024 | 1482 | 5542 | 7024 | 1482 | 5542 |
Profit Streak | 10.3149 | 61.8149 | 0 | 10.3149 | 61.8149 | 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 | -136414 | 456806 | -580405 | -722736 | -351796 | -580127 |
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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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