Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252967.333 | 274794.7555 | -21827.4224 | -11253.9846 | 368021.1099 | -379275.0945 |
Total P&L (%) | 252.9673 | 274.7948 | -21.8274 | -11.254 | 368.0211 | -379.2751 |
Avg Daily Profit (%) | 0.2081 | 0.226 | -0.018 | -0.0098 | 0.127 | 0 |
Buy And Hold Return (%) | 27.4206 | 27.4206 | 27.4206 | 27.4206 | 27.4206 | 27.4206 |
Max Trade Drawdown | -192051 | -120763 | -96161 | -1184218 | -606493 | -611997 |
Profit Factor | 1.3934 | 1.8328 | 0.9303 | 0.9953 | 1.3021 | 0.6751 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 57.1429 | 57.1429 | 57.1429 | 57.1429 | 57.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.045 | 1.3746 | 0.6977 | 0.7465 | 0.9766 | 0.5063 |
Largest Winning Trade | 173100 | 173100 | 34807 | 721484 | 721484 | 96434 |
Largest Losing Trade | -47095 | -47095 | -39480 | -360405 | -307952 | -360405 |
Avg Bars in Trades | 47 | 55 | 39 | 47 | 55 | 39 |
Avg Bars in Winners | 51 | 56 | 46 | 51 | 56 | 46 |
Avg Bars in Losers | 42 | 54 | 29 | 42 | 54 | 29 |
Bars Traded | 4664 | 2728 | 1936 | 4664 | 2728 | 1936 |
Profit Streak | 80.2295 | 81.2295 | 80.2295 | 80.2295 | 81.2295 | 80.2295 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395731 | 453575 | -578792 | -578130 | -22619 | -578792 |
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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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