Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569068.6689 | 578485.0512 | -9416.3823 | 2839.3977 | 180632.4191 | -177793.0214 |
Total P&L (%) | 569.0687 | 578.4851 | -9.4164 | 2.8394 | 180.6324 | -177.793 |
Avg Daily Profit (%) | 0.3141 | 0.3193 | -0.0052 | 0.0015 | 0.057 | 0 |
Buy And Hold Return (%) | 101.8353 | 101.8353 | 101.8353 | 101.8353 | 101.8353 | 101.8353 |
Max Trade Drawdown | -165097 | -103655 | -118747 | -362835 | -206574 | -238781 |
Profit Factor | 1.7932 | 2.6251 | 0.9739 | 1.0026 | 1.349 | 0.6807 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 53.7736 | 52.8302 | 54.717 | 53.7736 | 52.8302 | 54.717 |
Ratio Avg Win / Avg Loss | 1.5415 | 2.3438 | 0.806 | 0.8619 | 1.2044 | 0.5633 |
Largest Winning Trade | 391972 | 391972 | 73843 | 297549 | 297549 | 51397 |
Largest Losing Trade | -47430 | -47430 | -38191 | -82160 | -72868 | -82160 |
Avg Bars in Trades | 31 | 34 | 27 | 31 | 34 | 27 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 25 | 31 | 19 | 25 | 31 | 19 |
Bars Traded | 3292 | 1833 | 1459 | 3292 | 1833 | 1459 |
Profit Streak | 30.2802 | 80.2802 | 30.2802 | 30.2802 | 80.2802 | 30.2802 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493484 | -165090 | -759403 | -573575 | -303143 | -759403 |
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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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