Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413296.7957 | 340871.2967 | 72425.499 | 830642.8259 | 716432.7271 | 114210.0989 |
Total P&L (%) | 413.2968 | 340.8713 | 72.4255 | 830.6428 | 716.4327 | 114.2101 |
Avg Daily Profit (%) | 0.2428 | 0.2003 | 0.0426 | 0.1312 | 0.1234 | 0.0448 |
Buy And Hold Return (%) | 17.0533 | 17.0533 | 17.0533 | 17.0533 | 17.0533 | 17.0533 |
Max Trade Drawdown | -60820 | -51271 | -52095 | -393121 | -357161 | -268823 |
Profit Factor | 1.8476 | 2.4128 | 1.294 | 1.3249 | 1.5648 | 1.0887 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 54.9451 | 53.3333 | 56.5217 | 54.9451 | 53.3333 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.515 | 2.1112 | 0.9954 | 1.0864 | 1.3692 | 0.8374 |
Largest Winning Trade | 108804 | 108804 | 30230 | 222274 | 222274 | 170071 |
Largest Losing Trade | -46997 | -46997 | -41533 | -330473 | -330473 | -224830 |
Avg Bars in Trades | 34 | 44 | 24 | 34 | 44 | 24 |
Avg Bars in Winners | 41 | 55 | 28 | 41 | 55 | 28 |
Avg Bars in Losers | 26 | 32 | 19 | 26 | 32 | 19 |
Bars Traded | 3158 | 2021 | 1137 | 3158 | 2021 | 1137 |
Profit Streak | 0 | 65.3746 | 0 | 0 | 65.3746 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445575 | 477981 | -138494 | -16403 | -25034 | -256793 |
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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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