Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226499.569 | 254814.3206 | -28314.7516 | -24843.0536 | 422303.8809 | -447146.9346 |
Total P&L (%) | 226.4996 | 254.8143 | -28.3148 | -24.8431 | 422.3039 | -447.1469 |
Avg Daily Profit (%) | 0.1852 | 0.2084 | -0.0232 | -0.0233 | 0.1353 | 0 |
Buy And Hold Return (%) | 28.879 | 28.879 | 28.879 | 28.879 | 28.879 | 28.879 |
Max Trade Drawdown | -269768 | -117391 | -175894 | -1024197 | -394798 | -655706 |
Profit Factor | 1.3506 | 1.905 | 0.9223 | 0.9827 | 1.7468 | 0.4876 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 42.8571 | 42.2222 | 43.4783 | 42.8571 | 42.2222 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.8008 | 2.6068 | 1.199 | 1.3103 | 2.3904 | 0.6339 |
Largest Winning Trade | 141598 | 141598 | 39299 | 620416 | 620416 | 61606 |
Largest Losing Trade | -50431 | -23289 | -50431 | -344339 | -126389 | -344339 |
Avg Bars in Trades | 78 | 78 | 77 | 78 | 78 | 77 |
Avg Bars in Winners | 106 | 111 | 101 | 106 | 111 | 101 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 7122 | 3548 | 3573 | 7122 | 3548 | 3573 |
Profit Streak | 46.8625 | 46.8625 | 56.8625 | 46.8625 | 46.8625 | 56.8625 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283752 | 320740 | -580593 | -580228 | -11551 | -582260 |
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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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