Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345429.1704 | 342136.6773 | 3292.4931 | -14425.5057 | 265878.4943 | -280304 |
Total P&L (%) | 345.4292 | 342.1367 | 3.2925 | -14.4255 | 265.8785 | -280.304 |
Avg Daily Profit (%) | 0.203 | 0.2011 | 0.0019 | -0.0092 | 0.0763 | 0 |
Buy And Hold Return (%) | 111.5102 | 111.5102 | 111.5102 | 111.5102 | 111.5102 | 111.5102 |
Max Trade Drawdown | -110506 | -47127 | -126150 | -257178 | -88445 | -328921 |
Profit Factor | 1.5862 | 2.7669 | 1.0083 | 0.9803 | 2.6483 | 0.5098 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 56.5217 | 54.3478 | 58.6957 | 56.5217 | 54.3478 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.2202 | 2.3242 | 0.7096 | 0.7541 | 2.2246 | 0.3588 |
Largest Winning Trade | 137372 | 137372 | 58606 | 100097 | 100097 | 76657 |
Largest Losing Trade | -89307 | -33160 | -89307 | -230770 | -75802 | -230770 |
Avg Bars in Trades | 71 | 80 | 62 | 71 | 80 | 62 |
Avg Bars in Winners | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Losers | 57 | 69 | 44 | 57 | 69 | 44 |
Bars Traded | 6578 | 3702 | 2876 | 6578 | 3702 | 2876 |
Profit Streak | 12.0415 | 19.2915 | 12.0415 | 12.0415 | 19.2915 | 12.0415 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310771 | 398005 | -567220 | -578601 | -89200 | -578954 |
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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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