Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267355.7525 | 680416.9097 | -413061.1572 | -99931.6904 | 45596.1954 | -145527.8858 |
Total P&L (%) | 267.3558 | 680.4169 | -413.0612 | -99.9317 | 45.5962 | -145.5279 |
Avg Daily Profit (%) | 0.1201 | 0.3057 | -0.1856 | -0.327 | 0.0169 | 0 |
Buy And Hold Return (%) | 251.7514 | 251.7514 | 251.7514 | 251.7514 | 251.7514 | 251.7514 |
Max Trade Drawdown | -535911 | -294715 | -454889 | -112727 | -43763 | -153502 |
Profit Factor | 1.1632 | 1.8585 | 0.5118 | 0.737 | 1.302 | 0.3644 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Losing Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Profitability (%) | 46.2882 | 50.8772 | 41.7391 | 46.2882 | 50.8772 | 41.7391 |
Ratio Avg Win / Avg Loss | 1.3497 | 1.7944 | 0.7143 | 0.8552 | 1.2571 | 0.5086 |
Largest Winning Trade | 881002 | 881002 | 35892 | 77197 | 77197 | 21929 |
Largest Losing Trade | -58990 | -58990 | -47774 | -28251 | -28229 | -28251 |
Avg Bars in Trades | 28 | 38 | 18 | 28 | 38 | 18 |
Avg Bars in Winners | 29 | 37 | 20 | 29 | 37 | 20 |
Avg Bars in Losers | 27 | 39 | 17 | 27 | 39 | 17 |
Bars Traded | 6505 | 4371 | 2134 | 6505 | 4371 | 2134 |
Profit Streak | 77.5023 | 89.8356 | 77.5023 | 77.5023 | 89.8357 | 77.5023 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218640 | 371409 | -582590 | -579231 | -334757 | -582590 |
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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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