Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399864.1311 | 417359.5279 | -17495.3969 | 14034.0396 | 59372.7106 | -45338.671 |
Total P&L (%) | 399.8641 | 417.3595 | -17.4954 | 14.034 | 59.3727 | -45.3387 |
Avg Daily Profit (%) | 0.2213 | 0.231 | -0.0097 | 0.0073 | 0.0258 | -0.0334 |
Buy And Hold Return (%) | 155.4307 | 155.4307 | 155.4307 | 155.4307 | 155.4307 | 155.4307 |
Max Trade Drawdown | -145931 | -132035 | -131837 | -121225 | -107034 | -114793 |
Profit Factor | 1.5557 | 2.1397 | 0.9505 | 1.0263 | 1.2255 | 0.8324 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 53.7634 | 52.1739 | 55.3191 | 53.7634 | 52.1739 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.3379 | 1.9614 | 0.7677 | 0.8826 | 1.1234 | 0.6724 |
Largest Winning Trade | 163562 | 163562 | 36570 | 53985 | 53985 | 36976 |
Largest Losing Trade | -63394 | -52184 | -63394 | -80152 | -51543 | -80152 |
Avg Bars in Trades | 74 | 104 | 44 | 74 | 104 | 44 |
Avg Bars in Winners | 87 | 112 | 64 | 87 | 112 | 64 |
Avg Bars in Losers | 58 | 96 | 19 | 58 | 96 | 19 |
Bars Traded | 6908 | 4820 | 2088 | 6908 | 4820 | 2088 |
Profit Streak | 128.8768 | 128.8768 | 294.8768 | 128.8768 | 128.8768 | 294.8768 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289645 | 341554 | -578638 | -540082 | -323632 | -578638 |
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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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