Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546162.0242 | 574737.5721 | -28575.548 | -18829.3768 | 165816.436 | -184645.8128 |
Total P&L (%) | 546.162 | 574.7376 | -28.5755 | -18.8294 | 165.8164 | -184.6458 |
Avg Daily Profit (%) | 0.299 | 0.3147 | -0.0156 | -0.0114 | 0.0535 | 0 |
Buy And Hold Return (%) | 163.9998 | 163.9998 | 163.9998 | 163.9998 | 163.9998 | 163.9998 |
Max Trade Drawdown | -164239 | -103365 | -118180 | -306638 | -199843 | -227894 |
Profit Factor | 1.7487 | 2.6239 | 0.9239 | 0.9814 | 1.3472 | 0.655 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 51.3761 | 51.8519 | 50.9091 | 51.3761 | 51.8519 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.655 | 2.4365 | 0.8909 | 0.9288 | 1.251 | 0.6316 |
Largest Winning Trade | 391972 | 391972 | 73589 | 257328 | 257328 | 44795 |
Largest Losing Trade | -47139 | -47139 | -38191 | -70241 | -70241 | -70000 |
Avg Bars in Trades | 30 | 33 | 26 | 30 | 33 | 26 |
Avg Bars in Winners | 36 | 37 | 34 | 36 | 37 | 34 |
Avg Bars in Losers | 24 | 29 | 18 | 24 | 29 | 18 |
Bars Traded | 3309 | 1829 | 1480 | 3309 | 1829 | 1480 |
Profit Streak | 0 | 94.846 | 0 | 0 | 94.846 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354597 | -167056 | -760437 | -580309 | -461795 | -760437 |
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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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