Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350911.2031 | 292495.2196 | 58415.9834 | 133965.9623 | 214722.7573 | -80756.7951 |
Total P&L (%) | 350.9112 | 292.4952 | 58.416 | 133.966 | 214.7228 | -80.7568 |
Avg Daily Profit (%) | 0.1649 | 0.1375 | 0.0275 | 0.04 | 0.0539 | -0.0774 |
Buy And Hold Return (%) | 60.9587 | 60.9587 | 60.9587 | 60.9587 | 60.9587 | 60.9587 |
Max Trade Drawdown | -158037 | -98137 | -153825 | -167726 | -56481 | -187659 |
Profit Factor | 1.6945 | 2.1567 | 1.2314 | 1.2605 | 2.1278 | 0.7507 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 50 | 46.5116 | 53.4884 | 50 | 46.5116 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.6945 | 2.4802 | 1.0708 | 1.2605 | 2.447 | 0.6527 |
Largest Winning Trade | 112542 | 112542 | 52741 | 94040 | 94040 | 41144 |
Largest Losing Trade | -67251 | -39221 | -67251 | -119301 | -30849 | -119301 |
Avg Bars in Trades | 91 | 108 | 74 | 91 | 108 | 74 |
Avg Bars in Winners | 103 | 117 | 92 | 103 | 117 | 92 |
Avg Bars in Losers | 79 | 101 | 54 | 79 | 101 | 54 |
Bars Traded | 7892 | 4686 | 3207 | 7892 | 4686 | 3207 |
Profit Streak | 90.6995 | 177.6995 | 0 | 90.6995 | 177.6995 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377694 | -7241 | -321805 | -144465 | -119868 | -580274 |
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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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