Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310683.8814 | 279685.9624 | 30997.9189 | 160709.2066 | 95414.0253 | 65295.1813 |
Total P&L (%) | 310.6839 | 279.686 | 30.9979 | 160.7092 | 95.414 | 65.2952 |
Avg Daily Profit (%) | 0.2983 | 0.2685 | 0.0298 | 0.092 | 0.0643 | 0.0483 |
Buy And Hold Return (%) | 40.1316 | 40.1316 | 40.1316 | 40.1316 | 40.1316 | 40.1316 |
Max Trade Drawdown | -76599 | -83206 | -22678 | -381589 | -419905 | -56120 |
Profit Factor | 1.7686 | 1.9092 | 1.321 | 1.1361 | 1.1005 | 1.2829 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 45.7143 | 38.4615 | 52.8302 | 45.7143 | 38.4615 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.1002 | 3.0547 | 1.1794 | 1.3491 | 1.7607 | 1.1455 |
Largest Winning Trade | 163733 | 163733 | 12490 | 339654 | 339654 | 38114 |
Largest Losing Trade | -51644 | -51644 | -12045 | -286015 | -286015 | -32562 |
Avg Bars in Trades | 223 | 420 | 31 | 223 | 420 | 31 |
Avg Bars in Winners | 292 | 654 | 33 | 292 | 654 | 33 |
Avg Bars in Losers | 166 | 273 | 29 | 166 | 273 | 29 |
Bars Traded | 23508 | 21842 | 1666 | 23508 | 21842 | 1666 |
Profit Streak | 52.1091 | 0 | 59.6924 | 52.1091 | 0 | 59.6924 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395672 | -172731 | -497821 | -143926 | -404854 | -316983 |
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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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