Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250059.8334 | 302371.6188 | -52311.7854 | 32079.796 | 385938.0763 | -353858.2802 |
Total P&L (%) | 250.0598 | 302.3716 | -52.3118 | 32.0798 | 385.9381 | -353.8583 |
Avg Daily Profit (%) | 0.1771 | 0.2141 | -0.037 | 0.0197 | 0.112 | 0 |
Buy And Hold Return (%) | 86.1094 | 86.1094 | 86.1094 | 86.1094 | 86.1094 | 86.1094 |
Max Trade Drawdown | -227232 | -73961 | -164823 | -733566 | -113885 | -723031 |
Profit Factor | 1.4248 | 2.6041 | 0.8693 | 1.0298 | 2.9942 | 0.6 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 59 | 32 | 27 | 47 | 24 | 23 |
Losing Trades | 31 | 13 | 18 | 43 | 21 | 22 |
Profitability (%) | 65.5556 | 71.1111 | 60 | 52.2222 | 53.3333 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.7486 | 1.0579 | 0.5795 | 0.9421 | 2.6199 | 0.574 |
Largest Winning Trade | 66897 | 66897 | 41878 | 306745 | 131780 | 306745 |
Largest Losing Trade | -124209 | -57950 | -124209 | -591041 | -44694 | -591041 |
Avg Bars in Trades | 42 | 43 | 42 | 42 | 43 | 42 |
Avg Bars in Winners | 30 | 32 | 28 | 48 | 60 | 35 |
Avg Bars in Losers | 65 | 68 | 63 | 36 | 23 | 49 |
Bars Traded | 3850 | 1939 | 1911 | 3850 | 1939 | 1911 |
Profit Streak | 534.014 | 621.014 | 534.014 | 534.014 | 621.014 | 534.014 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248489 | 470734 | -578831 | -520288 | -37683 | -579984 |
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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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