Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298781.3313 | 339207.557 | -40426.2257 | -82243.038 | 280122.0644 | -362365.1024 |
Total P&L (%) | 298.7813 | 339.2076 | -40.4262 | -82.243 | 280.1221 | -362.3651 |
Avg Daily Profit (%) | 0.1653 | 0.1877 | -0.0224 | -0.0956 | 0.0739 | 0 |
Buy And Hold Return (%) | 27.5455 | 27.5455 | 27.5455 | 27.5455 | 27.5455 | 27.5455 |
Max Trade Drawdown | -205094 | -142621 | -163299 | -555508 | -430332 | -460504 |
Profit Factor | 1.4011 | 1.931 | 0.8938 | 0.9419 | 1.435 | 0.5303 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 52.2388 | 45.4545 | 58.8235 | 52.2388 | 45.4545 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.281 | 2.3172 | 0.6256 | 0.8612 | 1.7219 | 0.3712 |
Largest Winning Trade | 240789 | 240789 | 70785 | 341444 | 341444 | 102073 |
Largest Losing Trade | -60112 | -52158 | -60112 | -212500 | -212500 | -202433 |
Avg Bars in Trades | 49 | 58 | 39 | 49 | 58 | 39 |
Avg Bars in Winners | 49 | 55 | 44 | 49 | 55 | 44 |
Avg Bars in Losers | 49 | 61 | 33 | 49 | 61 | 33 |
Bars Traded | 3295 | 1943 | 1352 | 3295 | 1943 | 1352 |
Profit Streak | 87.8417 | 87.8417 | 150.8417 | 87.8417 | 87.8417 | 150.8417 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111320 | 358167 | -578688 | -700125 | -93454 | -578688 |
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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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