Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747071.598 | 768223.2019 | -21151.6038 | 142278.7944 | 447103.387 | -304824.5926 |
Total P&L (%) | 747.0716 | 768.2232 | -21.1516 | 142.2788 | 447.1034 | -304.8246 |
Avg Daily Profit (%) | 0.4074 | 0.419 | -0.0115 | 0.0483 | 0.0927 | 0 |
Buy And Hold Return (%) | 140.7637 | 140.7637 | 140.7637 | 140.7637 | 140.7637 | 140.7637 |
Max Trade Drawdown | -91121 | -54320 | -94934 | -675510 | -300561 | -659242 |
Profit Factor | 2.0735 | 3.2834 | 0.9412 | 1.0436 | 1.2897 | 0.8226 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 38.3178 | 38.8889 | 37.7358 | 38.3178 | 38.8889 | 37.7358 |
Ratio Avg Win / Avg Loss | 3.3379 | 5.1596 | 1.5529 | 1.68 | 2.0267 | 1.3574 |
Largest Winning Trade | 695832 | 695832 | 48110 | 404209 | 404209 | 213963 |
Largest Losing Trade | -35353 | -26935 | -35353 | -191968 | -130419 | -191968 |
Avg Bars in Trades | 99 | 95 | 103 | 99 | 95 | 103 |
Avg Bars in Winners | 168 | 164 | 173 | 168 | 164 | 173 |
Avg Bars in Losers | 56 | 51 | 60 | 56 | 51 | 60 |
Bars Traded | 10628 | 5162 | 5466 | 10628 | 5162 | 5466 |
Profit Streak | 30.4456 | 30.4456 | 47.6123 | 30.4456 | 30.4456 | 47.6123 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337228 | -168678 | -762264 | -465565 | -254832 | -763375 |
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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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