Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368372.9955 | 356253.1215 | 12119.874 | 3100.0661 | -87986.9013 | 91086.9675 |
Total P&L (%) | 368.373 | 356.2531 | 12.1199 | 3.1001 | -87.9869 | 91.087 |
Avg Daily Profit (%) | 0.1974 | 0.1909 | 0.0065 | 0.0016 | -0.1135 | 0.0347 |
Buy And Hold Return (%) | 42.1865 | 42.1865 | 42.1865 | 42.1865 | 42.1865 | 42.1865 |
Max Trade Drawdown | -145933 | -125172 | -108431 | -839620 | -735241 | -327960 |
Profit Factor | 1.5535 | 2.2284 | 1.0323 | 1.0016 | 0.9182 | 1.1006 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 43.6364 | 41.8182 | 45.4545 | 43.6364 | 41.8182 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.0066 | 3.1004 | 1.2387 | 1.2937 | 1.2774 | 1.3208 |
Largest Winning Trade | 319966 | 319966 | 37152 | 318698 | 318698 | 133323 |
Largest Losing Trade | -52301 | -52301 | -46504 | -471310 | -471310 | -199891 |
Avg Bars in Trades | 48 | 33 | 63 | 48 | 33 | 63 |
Avg Bars in Winners | 65 | 32 | 96 | 65 | 32 | 96 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 5320 | 1833 | 3487 | 5320 | 1833 | 3487 |
Profit Streak | 32.6873 | 0 | 312.0206 | 32.6873 | 0 | 312.0206 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313234 | -171452 | -715410 | -576848 | -762348 | -442638 |
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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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