Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679342.9025 | 692428.0455 | -13085.1429 | 189253.3426 | 527288.9086 | -338035.566 |
Total P&L (%) | 679.3429 | 692.428 | -13.0851 | 189.2533 | 527.2889 | -338.0356 |
Avg Daily Profit (%) | 0.3696 | 0.3767 | -0.0071 | 0.0578 | 0.1 | 0 |
Buy And Hold Return (%) | 127.7992 | 127.7992 | 127.7992 | 127.7992 | 127.7992 | 127.7992 |
Max Trade Drawdown | -102762 | -65790 | -97990 | -899951 | -442723 | -854495 |
Profit Factor | 2.0143 | 3.1466 | 0.9623 | 1.0463 | 1.2699 | 0.8415 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 38.3838 | 36 | 40.8163 | 38.3838 | 36 | 40.8163 |
Ratio Avg Win / Avg Loss | 3.2335 | 5.594 | 1.3954 | 1.6796 | 2.2576 | 1.2202 |
Largest Winning Trade | 597133 | 597133 | 48158 | 483503 | 483503 | 238822 |
Largest Losing Trade | -46349 | -27287 | -46349 | -273986 | -207953 | -273986 |
Avg Bars in Trades | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Winners | 93 | 96 | 90 | 93 | 96 | 90 |
Avg Bars in Losers | 28 | 26 | 31 | 28 | 26 | 31 |
Bars Traded | 5315 | 2583 | 2732 | 5315 | 2583 | 2732 |
Profit Streak | 34.6704 | 34.6704 | 49.6704 | 34.6704 | 34.6704 | 49.6704 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321523 | -170451 | -582022 | -303641 | -245174 | -582022 |
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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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