Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325436.7943 | 416412.7129 | -90975.9186 | -75135.8034 | 169679.2943 | -244815.0978 |
Total P&L (%) | 325.4368 | 416.4127 | -90.9759 | -75.1358 | 169.6793 | -244.8151 |
Avg Daily Profit (%) | 0.1731 | 0.2215 | -0.0484 | -0.074 | 0.0528 | 0 |
Buy And Hold Return (%) | 28.6348 | 28.6348 | 28.6348 | 28.6348 | 28.6348 | 28.6348 |
Max Trade Drawdown | -215669 | -155987 | -138100 | -214461 | -90047 | -191571 |
Profit Factor | 1.389 | 2.0967 | 0.8009 | 0.8729 | 1.8218 | 0.3634 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 46.6667 | 45.283 | 48.0769 | 46.6667 | 45.283 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.5874 | 2.5335 | 0.865 | 0.9976 | 2.2013 | 0.3925 |
Largest Winning Trade | 214063 | 214063 | 59415 | 82620 | 82620 | 45935 |
Largest Losing Trade | -72492 | -41536 | -72492 | -73659 | -70161 | -73659 |
Avg Bars in Trades | 100 | 94 | 106 | 100 | 94 | 106 |
Avg Bars in Winners | 135 | 131 | 139 | 135 | 131 | 139 |
Avg Bars in Losers | 69 | 64 | 75 | 69 | 64 | 75 |
Bars Traded | 10561 | 5025 | 5536 | 10561 | 5025 | 5536 |
Profit Streak | 86.8143 | 118.1476 | 0 | 86.8143 | 118.1476 | 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 | 312157 | -169534 | -761581 | -581236 | -301021 | -761581 |
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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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