Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352861.6594 | 352691.2072 | 170.4522 | -1494.5652 | 158281.1805 | -159775.7457 |
Total P&L (%) | 352.8617 | 352.6912 | 0.1705 | -1.4946 | 158.2812 | -159.7757 |
Avg Daily Profit (%) | 0.1957 | 0.1956 | 0.0001 | -0.0008 | 0.0527 | 0 |
Buy And Hold Return (%) | 43.938 | 43.938 | 43.938 | 43.938 | 43.938 | 43.938 |
Max Trade Drawdown | -156669 | -89759 | -161273 | -470131 | -237327 | -329894 |
Profit Factor | 1.6195 | 2.3436 | 1.0006 | 0.9987 | 1.3114 | 0.7532 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 42.5743 | 36 | 49.0196 | 42.5743 | 36 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.1844 | 4.1664 | 1.0406 | 1.3471 | 2.3313 | 0.7834 |
Largest Winning Trade | 351373 | 351373 | 64306 | 360015 | 360015 | 105363 |
Largest Losing Trade | -56420 | -33829 | -56420 | -126683 | -89621 | -126683 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 60 | 70 | 52 | 60 | 70 | 52 |
Avg Bars in Losers | 40 | 36 | 44 | 40 | 36 | 44 |
Bars Traded | 4914 | 2438 | 2476 | 4914 | 2438 | 2476 |
Profit Streak | 11.4714 | 18.8048 | 11.4714 | 11.4714 | 18.8048 | 11.4714 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328384 | -172891 | -758178 | -580640 | -308855 | -760582 |
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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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