Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496921.3702 | 549878.1351 | -52956.7649 | 25114.2964 | 87235.537 | -62121.2407 |
Total P&L (%) | 496.9214 | 549.8781 | -52.9568 | 25.1143 | 87.2355 | -62.1212 |
Avg Daily Profit (%) | 0.2691 | 0.2978 | -0.0287 | 0.0121 | 0.034 | -0.0526 |
Buy And Hold Return (%) | 148.3944 | 148.3944 | 148.3944 | 148.3944 | 148.3944 | 148.3944 |
Max Trade Drawdown | -195144 | -89077 | -152614 | -791637 | -463169 | -425426 |
Profit Factor | 1.5939 | 2.661 | 0.8953 | 1.0088 | 1.0616 | 0.957 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 50.8621 | 53.4483 | 48.2759 | 50.8621 | 53.4483 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.5399 | 2.3177 | 0.9592 | 0.9746 | 0.9246 | 1.0253 |
Largest Winning Trade | 275726 | 275726 | 74761 | 316686 | 205338 | 316686 |
Largest Losing Trade | -55878 | -37106 | -55878 | -285476 | -285476 | -244215 |
Avg Bars in Trades | 92 | 81 | 103 | 92 | 81 | 103 |
Avg Bars in Winners | 119 | 85 | 158 | 119 | 85 | 158 |
Avg Bars in Losers | 64 | 77 | 53 | 64 | 77 | 53 |
Bars Traded | 10748 | 4720 | 6028 | 10748 | 4720 | 6028 |
Profit Streak | 56.8853 | 0 | 134.7186 | 56.8853 | 0 | 134.7186 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337783 | -168142 | -760543 | -553960 | -647380 | -758877 |
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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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