Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440424.7258 | 409072.1086 | 31352.6172 | 231312.6549 | 244587.6546 | -13274.9997 |
Total P&L (%) | 440.4247 | 409.0721 | 31.3526 | 231.3127 | 244.5877 | -13.275 |
Avg Daily Profit (%) | 0.3119 | 0.2897 | 0.0222 | 0.0849 | 0.0877 | -0.0101 |
Buy And Hold Return (%) | 94.7519 | 94.7519 | 94.7519 | 94.7519 | 94.7519 | 94.7519 |
Max Trade Drawdown | -151747 | -136702 | -55009 | -307691 | -233804 | -137374 |
Profit Factor | 1.8441 | 2.2487 | 1.1614 | 1.2679 | 1.4469 | 0.958 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 52.0408 | 48.9796 | 55.102 | 52.0408 | 48.9796 | 55.102 |
Ratio Avg Win / Avg Loss | 1.6994 | 2.3424 | 0.9464 | 1.1685 | 1.5072 | 0.7806 |
Largest Winning Trade | 228127 | 228127 | 38263 | 197045 | 197045 | 43132 |
Largest Losing Trade | -46382 | -39715 | -46382 | -105321 | -105321 | -69773 |
Avg Bars in Trades | 41 | 67 | 15 | 41 | 67 | 15 |
Avg Bars in Winners | 48 | 81 | 19 | 48 | 81 | 19 |
Avg Bars in Losers | 33 | 53 | 11 | 33 | 53 | 11 |
Bars Traded | 4064 | 3287 | 777 | 4064 | 3287 | 777 |
Profit Streak | 470.8907 | 470.8907 | 509.8907 | 470.8907 | 470.8907 | 509.8907 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442570 | 396428 | -371583 | -81839 | -77036 | -578782 |
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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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