Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568951.8886 | 584306.5514 | -15354.6628 | 117031.1312 | 286495.4015 | -169464.2703 |
Total P&L (%) | 568.9519 | 584.3066 | -15.3547 | 117.0311 | 286.4954 | -169.4643 |
Avg Daily Profit (%) | 0.3103 | 0.3187 | -0.0084 | 0.0423 | 0.0738 | 0 |
Buy And Hold Return (%) | 185.494 | 185.494 | 185.494 | 185.494 | 185.494 | 185.494 |
Max Trade Drawdown | -97203 | -52052 | -69207 | -401943 | -199015 | -341659 |
Profit Factor | 2.1188 | 3.5878 | 0.9457 | 1.0728 | 1.3985 | 0.8094 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 38.7097 | 43.3333 | 40.9836 | 38.7097 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.0511 | 5.6807 | 1.2367 | 1.5448 | 2.2143 | 1.0584 |
Largest Winning Trade | 546302 | 546302 | 46889 | 314736 | 314736 | 154019 |
Largest Losing Trade | -36127 | -25900 | -36127 | -133329 | -83728 | -133329 |
Avg Bars in Trades | 171 | 149 | 195 | 171 | 149 | 195 |
Avg Bars in Winners | 298 | 249 | 343 | 298 | 249 | 343 |
Avg Bars in Losers | 83 | 85 | 81 | 83 | 85 | 81 |
Bars Traded | 10475 | 4623 | 5852 | 10475 | 4623 | 5852 |
Profit Streak | 82.0566 | 83.39 | 0 | 82.0566 | 83.39 | 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 | -159267 | 322590 | -581751 | -610803 | -106466 | -581751 |
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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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