Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338533.8821 | 327981.25 | 10552.6321 | 752919.0151 | 1097355.4669 | -344436.4518 |
Total P&L (%) | 338.5339 | 327.9813 | 10.5526 | 752.919 | 1097.3555 | -344.4365 |
Avg Daily Profit (%) | 0.4094 | 0.3967 | 0.0128 | 0.2596 | 0.3007 | 0 |
Buy And Hold Return (%) | 604.4349 | 604.4349 | 604.4349 | 604.4349 | 604.4349 | 604.4349 |
Max Trade Drawdown | -70449 | -25115 | -82499 | -895927 | -209300 | -994481 |
Profit Factor | 1.9099 | 3.8801 | 1.0409 | 1.3155 | 2.7094 | 0.8025 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 56.25 | 60.4167 | 52.0833 | 56.25 | 60.4167 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.4855 | 2.5421 | 0.9576 | 1.0232 | 1.7751 | 0.7383 |
Largest Winning Trade | 65736 | 65736 | 43434 | 330311 | 227809 | 330311 |
Largest Losing Trade | -40699 | -14704 | -40699 | -594985 | -158944 | -594985 |
Avg Bars in Trades | 98 | 109 | 88 | 98 | 109 | 88 |
Avg Bars in Winners | 103 | 111 | 94 | 103 | 111 | 94 |
Avg Bars in Losers | 92 | 105 | 82 | 92 | 105 | 82 |
Bars Traded | 9489 | 5235 | 4254 | 9489 | 5235 | 4254 |
Profit Streak | 26.756 | 27.1727 | 26.756 | 26.756 | 27.1727 | 26.756 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151321 | -147049 | -517901 | -78094 | 302462 | -579877 |
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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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