Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375981.348 | 305177.2346 | 70804.1134 | 693316.7234 | 921181.7635 | -227865.0401 |
Total P&L (%) | 375.9813 | 305.1772 | 70.8041 | 693.3167 | 921.1818 | -227.865 |
Avg Daily Profit (%) | 0.1757 | 0.1426 | 0.0331 | 0.0968 | 0.1086 | 0 |
Buy And Hold Return (%) | 93.2139 | 93.2139 | 93.2139 | 93.2139 | 93.2139 | 93.2139 |
Max Trade Drawdown | -78813 | -103792 | -69846 | -794011 | -462713 | -570447 |
Profit Factor | 1.94 | 2.5217 | 1.355 | 1.3679 | 2.0857 | 0.7801 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 61.4458 | 59.5238 | 63.4146 | 61.4458 | 59.5238 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.2172 | 1.7148 | 0.7817 | 0.8583 | 1.4183 | 0.4501 |
Largest Winning Trade | 108657 | 108657 | 38121 | 288422 | 288422 | 185001 |
Largest Losing Trade | -49882 | -49882 | -39356 | -372232 | -372232 | -256068 |
Avg Bars in Trades | 100 | 101 | 98 | 100 | 101 | 98 |
Avg Bars in Winners | 99 | 105 | 93 | 99 | 105 | 93 |
Avg Bars in Losers | 101 | 95 | 107 | 101 | 95 | 107 |
Bars Traded | 8304 | 4265 | 4039 | 8304 | 4265 | 4039 |
Profit Streak | 15.1474 | 92.8974 | 0 | 15.1474 | 92.8974 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319074 | 40009 | -313941 | -63388 | -42850 | -579003 |
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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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