Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396361.8766 | 399331.0614 | -2969.1848 | 99634.3875 | 398053.7216 | -298419.3341 |
Total P&L (%) | 396.3619 | 399.3311 | -2.9692 | 99.6344 | 398.0537 | -298.4193 |
Avg Daily Profit (%) | 0.2155 | 0.2171 | -0.0016 | 0.0376 | 0.0873 | 0 |
Buy And Hold Return (%) | 103.0986 | 103.0986 | 103.0986 | 103.0986 | 103.0986 | 103.0986 |
Max Trade Drawdown | -135078 | -62751 | -95792 | -458397 | -133785 | -359390 |
Profit Factor | 2.0699 | 3.4509 | 0.9857 | 1.0991 | 2.1334 | 0.5437 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 51.4706 | 55.8824 | 47.0588 | 51.4706 | 55.8824 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.9516 | 2.7244 | 1.1089 | 1.0363 | 1.6843 | 0.6116 |
Largest Winning Trade | 367571 | 367571 | 47946 | 413441 | 413441 | 77895 |
Largest Losing Trade | -56911 | -25818 | -56911 | -275570 | -64463 | -275570 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 64 | 61 | 69 | 64 | 61 | 69 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 3512 | 1724 | 1788 | 3512 | 1724 | 1788 |
Profit Streak | 131.5724 | 131.5724 | 356.0724 | 131.5724 | 131.5724 | 356.0724 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102596 | 494564 | -578929 | -531866 | -72932 | -580596 |
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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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