Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419462.6353 | 391947.4034 | 27515.2319 | 48176.5459 | -53792.4026 | 101968.9485 |
Total P&L (%) | 419.4626 | 391.9474 | 27.5152 | 48.1765 | -53.7924 | 101.9689 |
Avg Daily Profit (%) | 0.2246 | 0.2099 | 0.0147 | 0.0211 | -0.0413 | 0.0376 |
Buy And Hold Return (%) | 41.0519 | 41.0519 | 41.0519 | 41.0519 | 41.0519 | 41.0519 |
Max Trade Drawdown | -178298 | -175462 | -12495 | -901475 | -909339 | -54124 |
Profit Factor | 1.7679 | 1.7697 | 1.7427 | 1.0229 | 0.9726 | 1.7141 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 43.6893 | 35.2941 | 51.9231 | 43.6893 | 35.2941 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.2786 | 3.2445 | 1.6136 | 1.3184 | 1.783 | 1.5871 |
Largest Winning Trade | 271770 | 271770 | 14450 | 427077 | 427077 | 78975 |
Largest Losing Trade | -50969 | -50969 | -5146 | -233240 | -233240 | -29295 |
Avg Bars in Trades | 65 | 131 | 1 | 65 | 131 | 1 |
Avg Bars in Winners | 75 | 188 | 1 | 75 | 188 | 1 |
Avg Bars in Losers | 57 | 100 | 1 | 57 | 100 | 1 |
Bars Traded | 6754 | 6699 | 55 | 6754 | 6699 | 55 |
Profit Streak | 67.5922 | 0 | 293.5922 | 67.5922 | 0 | 293.5922 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344236 | -174713 | -513751 | -473464 | -763774 | -321139 |
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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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