Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697720.9263 | 736821.1166 | -39100.1903 | -27099.4647 | 106354.0618 | -133453.5265 |
Total P&L (%) | 697.7209 | 736.8211 | -39.1002 | -27.0995 | 106.3541 | -133.4535 |
Avg Daily Profit (%) | 0.3779 | 0.399 | -0.0212 | -0.0171 | 0.0392 | 0 |
Buy And Hold Return (%) | 147.6249 | 147.6249 | 147.6249 | 147.6249 | 147.6249 | 147.6249 |
Max Trade Drawdown | -172904 | -76781 | -149220 | -494719 | -239818 | -433415 |
Profit Factor | 1.947 | 3.6179 | 0.9141 | 0.9799 | 1.2048 | 0.8394 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 52.2222 | 48.8889 | 55.5556 | 52.2222 | 48.8889 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7813 | 3.7824 | 0.7313 | 0.8965 | 1.2596 | 0.6715 |
Largest Winning Trade | 463641 | 463641 | 75880 | 143526 | 143526 | 138749 |
Largest Losing Trade | -82535 | -31246 | -82535 | -427143 | -89211 | -427143 |
Avg Bars in Trades | 119 | 111 | 128 | 119 | 111 | 128 |
Avg Bars in Winners | 149 | 106 | 187 | 149 | 106 | 187 |
Avg Bars in Losers | 87 | 116 | 54 | 87 | 116 | 54 |
Bars Traded | 10779 | 5004 | 5775 | 10779 | 5004 | 5775 |
Profit Streak | 57.321 | 0 | 137.9877 | 57.321 | 0 | 137.9877 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459668 | 533269 | -578640 | -579688 | -307127 | -578640 |
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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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