Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330608.2894 | 295943.2298 | 34665.0596 | 509139.921 | 686300.418 | -177160.497 |
Total P&L (%) | 330.6083 | 295.9432 | 34.6651 | 509.1399 | 686.3004 | -177.1605 |
Avg Daily Profit (%) | 0.42 | 0.376 | 0.044 | 0.2298 | 0.2623 | 0 |
Buy And Hold Return (%) | 223.0485 | 223.0485 | 223.0485 | 223.0485 | 223.0485 | 223.0485 |
Max Trade Drawdown | -88044 | -53056 | -78404 | -741806 | -160984 | -679545 |
Profit Factor | 1.8386 | 2.7225 | 1.1559 | 1.2652 | 2.0052 | 0.8568 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 49.4737 | 50 | 48.9362 | 49.4737 | 50 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.8777 | 2.7225 | 1.2061 | 1.2921 | 2.0052 | 0.8941 |
Largest Winning Trade | 110792 | 110792 | 34564 | 267160 | 267160 | 154457 |
Largest Losing Trade | -48605 | -19039 | -48605 | -344971 | -116821 | -344971 |
Avg Bars in Trades | 195 | 193 | 198 | 195 | 193 | 198 |
Avg Bars in Winners | 241 | 261 | 221 | 241 | 261 | 221 |
Avg Bars in Losers | 150 | 124 | 175 | 150 | 124 | 175 |
Bars Traded | 18586 | 9266 | 9320 | 18586 | 9266 | 9320 |
Profit Streak | 291.6974 | 291.6974 | 318.1557 | 291.6974 | 291.6974 | 318.1557 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1744 | -49106 | -348318 | 150326 | 360543 | -580144 |
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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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