Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434907.3084 | 502971.6243 | -68064.3159 | -41244.9211 | 67128.0107 | -108372.9318 |
Total P&L (%) | 434.9073 | 502.9716 | -68.0643 | -41.2449 | 67.128 | -108.3729 |
Avg Daily Profit (%) | 0.2361 | 0.273 | -0.0369 | -0.0289 | 0.0279 | 0 |
Buy And Hold Return (%) | 111.7567 | 111.7567 | 111.7567 | 111.7567 | 111.7567 | 111.7567 |
Max Trade Drawdown | -226800 | -162958 | -123240 | -386390 | -296803 | -116482 |
Profit Factor | 1.839 | 2.815 | 0.7179 | 0.9368 | 1.1735 | 0.5919 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 36.2637 | 39.1304 | 33.3333 | 36.2637 | 39.1304 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.2322 | 4.3789 | 1.4357 | 1.6465 | 1.8254 | 1.1838 |
Largest Winning Trade | 597241 | 597241 | 46186 | 316675 | 316675 | 61676 |
Largest Losing Trade | -43074 | -23172 | -43074 | -78861 | -78861 | -76191 |
Avg Bars in Trades | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Winners | 101 | 104 | 96 | 101 | 104 | 96 |
Avg Bars in Losers | 33 | 29 | 36 | 33 | 29 | 36 |
Bars Traded | 5250 | 2705 | 2545 | 5250 | 2705 | 2545 |
Profit Streak | 127.8884 | 139.8884 | 0 | 127.8884 | 139.8884 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 164453 | 326341 | -585526 | -582532 | -353202 | -585526 |
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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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