Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497128.98 | 542208.8539 | -45079.8739 | 8321.5761 | 377619.8947 | -369298.3186 |
Total P&L (%) | 497.129 | 542.2089 | -45.0799 | 8.3216 | 377.6199 | -369.2983 |
Avg Daily Profit (%) | 0.2693 | 0.2937 | -0.0244 | 0.0043 | 0.0847 | 0 |
Buy And Hold Return (%) | 130.3997 | 130.3997 | 130.3997 | 130.3997 | 130.3997 | 130.3997 |
Max Trade Drawdown | -107074 | -112618 | -61719 | -1484427 | -1289106 | -407791 |
Profit Factor | 1.9998 | 2.4138 | 0.6035 | 1.0028 | 1.1516 | 0.2993 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Profitability (%) | 60 | 68.75 | 51.5152 | 60 | 68.75 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.3332 | 1.0972 | 0.568 | 0.6685 | 0.5234 | 0.2817 |
Largest Winning Trade | 139211 | 139211 | 8432 | 669719 | 669719 | 36629 |
Largest Losing Trade | -86317 | -86317 | -21764 | -902549 | -902549 | -153526 |
Avg Bars in Trades | 303 | 606 | 10 | 303 | 606 | 10 |
Avg Bars in Winners | 248 | 431 | 11 | 248 | 431 | 11 |
Avg Bars in Losers | 386 | 991 | 9 | 386 | 991 | 9 |
Bars Traded | 19744 | 19395 | 349 | 19744 | 19395 | 349 |
Profit Streak | 149.9409 | 149.9409 | 366.6075 | 149.9409 | 149.9409 | 366.6075 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124838 | 475813 | -578966 | -705323 | -135520 | -578966 |
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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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