Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382325.0584 | 547634.0176 | -165308.9592 | -94221.1698 | -42722.354 | -51498.8158 |
Total P&L (%) | 382.3251 | 547.634 | -165.309 | -94.2212 | -42.7224 | -51.4988 |
Avg Daily Profit (%) | 0.172 | 0.2464 | -0.0744 | -0.1282 | -0.0251 | -0.0326 |
Buy And Hold Return (%) | 187.5353 | 187.5353 | 187.5353 | 187.5353 | 187.5353 | 187.5353 |
Max Trade Drawdown | -259420 | -160114 | -267562 | -148881 | -112327 | -94057 |
Profit Factor | 1.4382 | 2.503 | 0.6746 | 0.7142 | 0.7602 | 0.66 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 50.5495 | 44.4444 | 56.5217 | 50.5495 | 44.4444 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.407 | 3.1287 | 0.5189 | 0.6986 | 0.9502 | 0.5077 |
Largest Winning Trade | 533135 | 533135 | 33667 | 68482 | 68482 | 22017 |
Largest Losing Trade | -57883 | -53655 | -57883 | -81561 | -81561 | -29802 |
Avg Bars in Trades | 70 | 96 | 45 | 70 | 96 | 45 |
Avg Bars in Winners | 49 | 54 | 45 | 49 | 54 | 45 |
Avg Bars in Losers | 92 | 130 | 45 | 92 | 130 | 45 |
Bars Traded | 6452 | 4364 | 2088 | 6452 | 4364 | 2088 |
Profit Streak | 147.2665 | 147.2665 | 305.9332 | 147.2665 | 147.2665 | 305.9332 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 124862 | 334097 | -578470 | -578989 | -581520 | -578470 |
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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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