Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454733.2031 | 558030.6529 | -103297.4497 | -104595.6493 | -74624.8863 | -29970.763 |
Total P&L (%) | 454.7332 | 558.0307 | -103.2975 | -104.5956 | -74.6249 | -29.9708 |
Avg Daily Profit (%) | 0.246 | 0.3019 | -0.0559 | 0 | -0.0742 | -0.0193 |
Buy And Hold Return (%) | 91.5808 | 91.5808 | 91.5808 | 91.5808 | 91.5808 | 91.5808 |
Max Trade Drawdown | -319578 | -108146 | -271977 | -1944350 | -1399394 | -1176678 |
Profit Factor | 1.5251 | 2.6531 | 0.8045 | 0.9734 | 0.9629 | 0.9845 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 53 | 27 | 26 | 55 | 29 | 26 |
Losing Trades | 51 | 25 | 26 | 49 | 23 | 26 |
Profitability (%) | 50.9615 | 51.9231 | 50 | 52.8846 | 55.7692 | 50 |
Ratio Avg Win / Avg Loss | 1.4676 | 2.4566 | 0.8045 | 0.8673 | 0.7636 | 0.9845 |
Largest Winning Trade | 276503 | 276503 | 78502 | 768832 | 371736 | 768832 |
Largest Losing Trade | -106177 | -37796 | -106177 | -799376 | -410105 | -799376 |
Avg Bars in Trades | 51 | 39 | 64 | 51 | 39 | 64 |
Avg Bars in Winners | 54 | 28 | 81 | 56 | 38 | 77 |
Avg Bars in Losers | 48 | 51 | 46 | 46 | 40 | 51 |
Bars Traded | 5387 | 2049 | 3338 | 5387 | 2049 | 3338 |
Profit Streak | 56.119 | 0 | 68.119 | 0 | 139.4523 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326613 | -166441 | -760274 | -580127 | -759124 | -760833 |
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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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