Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252408.1998 | 276011.3533 | -23603.1535 | 11513.6816 | 87255.5122 | -75741.8306 |
Total P&L (%) | 252.4082 | 276.0114 | -23.6032 | 11.5137 | 87.2555 | -75.7418 |
Avg Daily Profit (%) | 0.2423 | 0.265 | -0.0227 | 0.0105 | 0.0602 | -0.1359 |
Buy And Hold Return (%) | 52.7427 | 52.7427 | 52.7427 | 52.7427 | 52.7427 | 52.7427 |
Max Trade Drawdown | -106837 | -90971 | -41841 | -281151 | -239816 | -100172 |
Profit Factor | 1.6011 | 1.8262 | 0.7251 | 1.0159 | 1.1549 | 0.5236 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.4211 | 44.6809 | 52.0833 | 48.4211 | 44.6809 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.7055 | 2.261 | 0.6671 | 1.0822 | 1.4299 | 0.4818 |
Largest Winning Trade | 192989 | 192989 | 7359 | 244918 | 244918 | 13229 |
Largest Losing Trade | -51396 | -51396 | -11600 | -118267 | -118267 | -32298 |
Avg Bars in Trades | 255 | 504 | 11 | 255 | 504 | 11 |
Avg Bars in Winners | 255 | 543 | 12 | 255 | 543 | 12 |
Avg Bars in Losers | 256 | 472 | 10 | 256 | 472 | 10 |
Bars Traded | 24282 | 23720 | 562 | 24282 | 23720 | 562 |
Profit Streak | 11.4339 | 0 | 140.4756 | 11.4339 | 0 | 140.4756 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351416 | 305131 | -578758 | -547354 | -173794 | -578758 |
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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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