Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562736.8207 | 593557.5957 | -30820.775 | -44199.5859 | 315352.9125 | -359552.4984 |
Total P&L (%) | 562.7368 | 593.5576 | -30.8208 | -44.1996 | 315.3529 | -359.5525 |
Avg Daily Profit (%) | 0.225 | 0.2373 | -0.0123 | -0.0233 | 0.057 | 0 |
Buy And Hold Return (%) | 260.7974 | 260.7974 | 260.7974 | 260.7974 | 260.7974 | 260.7974 |
Max Trade Drawdown | -259805 | -107503 | -211761 | -387125 | -22532 | -408862 |
Profit Factor | 1.8983 | 3.1741 | 0.9128 | 0.92 | 5.7497 | 0.2602 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 50 | 54.5455 | 52.3077 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.7308 | 3.1741 | 0.7607 | 0.8388 | 5.7497 | 0.2168 |
Largest Winning Trade | 408732 | 408732 | 44549 | 187673 | 187673 | 38523 |
Largest Losing Trade | -87485 | -36172 | -87485 | -341503 | -22532 | -341503 |
Avg Bars in Trades | 145 | 164 | 126 | 145 | 164 | 126 |
Avg Bars in Winners | 160 | 164 | 158 | 160 | 164 | 158 |
Avg Bars in Losers | 128 | 165 | 88 | 128 | 165 | 88 |
Bars Traded | 9440 | 5265 | 4175 | 9440 | 5265 | 4175 |
Profit Streak | 127.9937 | 127.9937 | 344.2437 | 127.9937 | 127.9937 | 344.2437 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128331 | 356695 | -578869 | -715127 | -208688 | -578869 |
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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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