Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529302.5718 | 572488.8178 | -43186.246 | 4874.3682 | 456882.7359 | -452008.3677 |
Total P&L (%) | 529.3026 | 572.4888 | -43.1862 | 4.8744 | 456.8827 | -452.0084 |
Avg Daily Profit (%) | 0.2815 | 0.3044 | -0.023 | 0.0025 | 0.0914 | 0 |
Buy And Hold Return (%) | 190.5392 | 190.5392 | 190.5392 | 190.5392 | 190.5392 | 190.5392 |
Max Trade Drawdown | -202960 | -134470 | -124814 | -1592618 | -1199736 | -680501 |
Profit Factor | 1.6413 | 2.3328 | 0.8909 | 1.0014 | 1.2505 | 0.7099 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 48.7179 | 51.7241 | 45.7627 | 48.7179 | 51.7241 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.7277 | 2.1773 | 1.0559 | 1.0541 | 1.1671 | 0.8414 |
Largest Winning Trade | 259093 | 259093 | 36789 | 950310 | 950310 | 305064 |
Largest Losing Trade | -66261 | -65476 | -66261 | -1075682 | -1075682 | -413559 |
Avg Bars in Trades | 94 | 123 | 66 | 94 | 123 | 66 |
Avg Bars in Winners | 103 | 122 | 81 | 103 | 122 | 81 |
Avg Bars in Losers | 86 | 123 | 54 | 86 | 123 | 54 |
Bars Traded | 11089 | 7137 | 3952 | 11089 | 7137 | 3952 |
Profit Streak | 37.1973 | 77.8639 | 37.1973 | 37.1973 | 77.8639 | 37.1973 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336060 | -168602 | -756895 | -573350 | -254320 | -758561 |
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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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