Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285006.3541 | 325199.2612 | -40192.9071 | -4268.5735 | 80704.6099 | -84973.1834 |
Total P&L (%) | 285.0064 | 325.1993 | -40.1929 | -4.2686 | 80.7046 | -84.9732 |
Avg Daily Profit (%) | 0.1562 | 0.1782 | -0.022 | -0.0024 | 0.0324 | -0.1038 |
Buy And Hold Return (%) | 114.4965 | 114.4965 | 114.4965 | 114.4965 | 114.4965 | 114.4965 |
Max Trade Drawdown | -206015 | -181380 | -84734 | -1229614 | -1155615 | -199760 |
Profit Factor | 1.4596 | 1.8461 | 0.8295 | 0.9984 | 1.0453 | 0.8997 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 59.5745 | 59.5745 | 59.5745 | 59.5745 | 59.5745 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.9905 | 1.2527 | 0.5629 | 0.6775 | 0.7093 | 0.6105 |
Largest Winning Trade | 90828 | 90828 | 24019 | 311070 | 311070 | 109617 |
Largest Losing Trade | -66724 | -66724 | -36355 | -737438 | -737438 | -157584 |
Avg Bars in Trades | 75 | 136 | 13 | 75 | 136 | 13 |
Avg Bars in Winners | 29 | 49 | 8 | 29 | 49 | 8 |
Avg Bars in Losers | 142 | 265 | 19 | 142 | 265 | 19 |
Bars Traded | 7053 | 6433 | 620 | 7053 | 6433 | 620 |
Profit Streak | 81.0315 | 81.2815 | 81.0315 | 81.0315 | 81.2815 | 81.0315 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 196784 | 304348 | -578620 | -578323 | -485827 | -578620 |
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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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