Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221415.1046 | 332445.9923 | -111030.8877 | -143355.9678 | -20950.0658 | -122405.902 |
Total P&L (%) | 221.4151 | 332.446 | -111.0309 | -143.356 | -20.9501 | -122.4059 |
Avg Daily Profit (%) | 0.116 | 0.1741 | -0.0582 | 0 | -0.0123 | 0 |
Buy And Hold Return (%) | 10.0222 | 10.0222 | 10.0222 | 10.0222 | 10.0222 | 10.0222 |
Max Trade Drawdown | -218452 | -119235 | -129036 | -394565 | -230661 | -322637 |
Profit Factor | 1.3473 | 2.2815 | 0.7063 | 0.8568 | 0.9519 | 0.7837 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 22 | 25 | 46 | 25 | 21 |
Losing Trades | 47 | 25 | 22 | 48 | 22 | 26 |
Profitability (%) | 50 | 46.8085 | 53.1915 | 48.9362 | 53.1915 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.3473 | 2.5926 | 0.6216 | 0.8941 | 0.8377 | 0.9703 |
Largest Winning Trade | 396518 | 396518 | 47245 | 166995 | 80497 | 166995 |
Largest Losing Trade | -152277 | -33421 | -152277 | -199146 | -199146 | -152277 |
Avg Bars in Trades | 58 | 51 | 64 | 58 | 51 | 64 |
Avg Bars in Winners | 61 | 55 | 67 | 51 | 48 | 56 |
Avg Bars in Losers | 54 | 48 | 62 | 64 | 55 | 72 |
Bars Traded | 5472 | 2420 | 3052 | 5472 | 2420 | 3052 |
Profit Streak | 0 | 0 | 0 | 7.1015 | 8.4348 | 7.1015 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37562 | 380997 | -580283 | -579372 | -579158 | -582082 |
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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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