Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383228.4711 | 326548.6307 | 56679.8404 | 381581.9884 | 586232.2041 | -204650.2157 |
Total P&L (%) | 383.2285 | 326.5486 | 56.6798 | 381.582 | 586.2322 | -204.6502 |
Avg Daily Profit (%) | 0.3163 | 0.2695 | 0.0468 | 0.1298 | 0.1591 | 0 |
Buy And Hold Return (%) | 29.8519 | 29.8519 | 29.8519 | 29.8519 | 29.8519 | 29.8519 |
Max Trade Drawdown | -145612 | -90745 | -129440 | -3462262 | -1947841 | -2552389 |
Profit Factor | 1.395 | 1.7291 | 1.1085 | 1.0285 | 1.0956 | 0.9718 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 53.0806 | 50.9434 | 55.2381 | 53.0806 | 50.9434 | 55.2381 |
Ratio Avg Win / Avg Loss | 1.2331 | 1.6651 | 0.8983 | 0.9091 | 1.055 | 0.7875 |
Largest Winning Trade | 94279 | 94279 | 31805 | 859837 | 859837 | 634031 |
Largest Losing Trade | -25600 | -25391 | -25600 | -692759 | -575024 | -692759 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4708 | 2366 | 2342 | 4708 | 2366 | 2342 |
Profit Streak | 26.7932 | 26.7932 | 32.2932 | 26.7932 | 26.7932 | 32.2932 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452289 | 454910 | -239137 | -207228 | -106538 | -579098 |
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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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