Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223385.5309 | 229985.0804 | -6599.5495 | 65404.8659 | 146915.8246 | -81510.9586 |
Total P&L (%) | 223.3855 | 229.9851 | -6.5996 | 65.4049 | 146.9158 | -81.511 |
Avg Daily Profit (%) | 0.2144 | 0.2208 | -0.0063 | 0.0483 | 0.0868 | -0.1619 |
Buy And Hold Return (%) | 82.8147 | 82.8147 | 82.8147 | 82.8147 | 82.8147 | 82.8147 |
Max Trade Drawdown | -102587 | -56215 | -75926 | -514109 | -311704 | -300462 |
Profit Factor | 1.5293 | 2.2932 | 0.973 | 1.0475 | 1.2408 | 0.8939 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 49.4253 | 46.5116 | 52.2727 | 49.4253 | 46.5116 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.5649 | 2.6372 | 0.8884 | 1.0718 | 1.427 | 0.8161 |
Largest Winning Trade | 212236 | 212236 | 41501 | 212699 | 212699 | 121575 |
Largest Losing Trade | -33031 | -29098 | -33031 | -180204 | -180204 | -173890 |
Avg Bars in Trades | 283 | 255 | 311 | 283 | 255 | 311 |
Avg Bars in Winners | 338 | 316 | 358 | 338 | 316 | 358 |
Avg Bars in Losers | 229 | 201 | 260 | 229 | 201 | 260 |
Bars Traded | 24679 | 10973 | 13706 | 24679 | 10973 | 13706 |
Profit Streak | 26.2824 | 83.8657 | 26.2824 | 26.2824 | 83.8657 | 26.2824 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305001 | 320935 | -579407 | -460964 | -85673 | -579407 |
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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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