Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379661.0748 | 400941.9336 | -21280.8588 | -86751.7245 | 36838.4507 | -123590.1753 |
Total P&L (%) | 379.6611 | 400.9419 | -21.2809 | -86.7517 | 36.8385 | -123.5902 |
Avg Daily Profit (%) | 0.2034 | 0.2148 | -0.0114 | -0.1082 | 0.0168 | 0 |
Buy And Hold Return (%) | 71.5496 | 71.5496 | 71.5496 | 71.5496 | 71.5496 | 71.5496 |
Max Trade Drawdown | -104128 | -73351 | -61579 | -122511 | -7597 | -7798 |
Profit Factor | 1.6132 | 2.3878 | 0.9356 | 0.4712 | 2.681 | 0.1305 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 51.5789 | 54.1667 | 48.9362 | 51.5789 | 54.1667 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.5144 | 2.0204 | 0.9762 | 0.4424 | 2.2685 | 0.1362 |
Largest Winning Trade | 200504 | 200504 | 57977 | 24953 | 24953 | 2839 |
Largest Losing Trade | -97916 | -41151 | -97916 | -122349 | -3183 | -122349 |
Avg Bars in Trades | 72 | 59 | 86 | 72 | 59 | 86 |
Avg Bars in Winners | 54 | 44 | 65 | 54 | 44 | 65 |
Avg Bars in Losers | 92 | 76 | 106 | 92 | 76 | 106 |
Bars Traded | 6892 | 2832 | 4059 | 6892 | 2832 | 4059 |
Profit Streak | 93.5565 | 171.0565 | 93.5565 | 93.5565 | 171.0565 | 93.5565 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410102 | 466635 | -580551 | -578960 | -329192 | -580273 |
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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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