Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166655.2086 | 135565.6272 | 31089.5814 | 2490.3709 | 150370.8085 | -147880.4376 |
Total P&L (%) | 166.6552 | 135.5656 | 31.0896 | 2.4904 | 150.3708 | -147.8804 |
Avg Daily Profit (%) | 0.32 | 0.2603 | 0.0597 | 0.0047 | 0.1764 | 0 |
Buy And Hold Return (%) | 46.3398 | 46.3398 | 46.3398 | 46.3398 | 46.3398 | 46.3398 |
Max Trade Drawdown | -86924 | -31430 | -92539 | -245413 | -23837 | -261189 |
Profit Factor | 1.5258 | 2.3232 | 1.1449 | 1.0051 | 2.4667 | 0.6152 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 63.3333 | 60 | 66.6667 | 63.3333 | 60 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8833 | 1.5488 | 0.5725 | 0.5819 | 1.6445 | 0.3076 |
Largest Winning Trade | 30421 | 30421 | 19047 | 30055 | 30055 | 18955 |
Largest Losing Trade | -86924 | -22892 | -86924 | -245413 | -23360 | -245413 |
Avg Bars in Trades | 274 | 297 | 251 | 274 | 297 | 251 |
Avg Bars in Winners | 232 | 244 | 221 | 232 | 244 | 221 |
Avg Bars in Losers | 346 | 376 | 311 | 346 | 376 | 311 |
Bars Traded | 24680 | 13375 | 11305 | 24680 | 13375 | 11305 |
Profit Streak | 6.1066 | 0 | 54.7524 | 6.1066 | 0 | 54.7524 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296485 | 366349 | -338651 | -566479 | 360725 | -577653 |
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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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