Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288841.907 | 272926.5121 | 15915.3949 | 113040.5224 | 175058.159 | -62017.6366 |
Total P&L (%) | 288.8419 | 272.9265 | 15.9154 | 113.0405 | 175.0582 | -62.0176 |
Avg Daily Profit (%) | 0.1693 | 0.16 | 0.0093 | 0.0444 | 0.0593 | -0.0567 |
Buy And Hold Return (%) | 80.6268 | 80.6268 | 80.6268 | 80.6268 | 80.6268 | 80.6268 |
Max Trade Drawdown | -112752 | -70639 | -47773 | -359987 | -238365 | -142915 |
Profit Factor | 1.8414 | 2.2116 | 1.1348 | 1.1192 | 1.2694 | 0.792 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 1.9008 | 2.3591 | 1.1348 | 1.1553 | 1.354 | 0.792 |
Largest Winning Trade | 256465 | 256465 | 29262 | 352057 | 352057 | 61346 |
Largest Losing Trade | -37271 | -37271 | -20442 | -164753 | -164753 | -56683 |
Avg Bars in Trades | 157 | 284 | 33 | 157 | 284 | 33 |
Avg Bars in Winners | 186 | 351 | 31 | 186 | 351 | 31 |
Avg Bars in Losers | 128 | 221 | 36 | 128 | 221 | 36 |
Bars Traded | 9894 | 8810 | 1084 | 9894 | 8810 | 1084 |
Profit Streak | 0 | 92.183 | 0 | 0 | 92.183 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143048 | 309987 | -418382 | -415050 | -119647 | -580810 |
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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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