Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225040.8218 | 495432.8889 | -270392.0671 | -101832.7387 | -110871.1715 | 9038.4328 |
Total P&L (%) | 225.0408 | 495.4329 | -270.3921 | -101.8327 | -110.8712 | 9.0384 |
Avg Daily Profit (%) | 0.1219 | 0.2683 | -0.1464 | 0 | 0 | 0.0047 |
Buy And Hold Return (%) | 137.4728 | 137.4728 | 137.4728 | 137.4728 | 137.4728 | 137.4728 |
Max Trade Drawdown | -246690 | -82465 | -225241 | -207076 | -155174 | -62537 |
Profit Factor | 1.1981 | 2.3522 | 0.6486 | 0.8148 | 0.5878 | 1.0322 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 46 | 22 | 24 | 46 | 24 | 22 |
Losing Trades | 48 | 25 | 23 | 48 | 23 | 25 |
Profitability (%) | 48.9362 | 46.8085 | 51.0638 | 48.9362 | 51.0638 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.2502 | 2.673 | 0.6215 | 0.8502 | 0.5633 | 1.1729 |
Largest Winning Trade | 304738 | 304738 | 77623 | 72420 | 33037 | 72420 |
Largest Losing Trade | -132352 | -31817 | -132352 | -101792 | -89459 | -101792 |
Avg Bars in Trades | 114 | 109 | 120 | 114 | 109 | 120 |
Avg Bars in Winners | 129 | 112 | 144 | 101 | 106 | 95 |
Avg Bars in Losers | 100 | 106 | 95 | 127 | 111 | 143 |
Bars Traded | 10789 | 5123 | 5666 | 10789 | 5123 | 5666 |
Profit Streak | 53.9474 | 53.9474 | 71.2807 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40942 | 342473 | -579591 | -580941 | -580558 | -538613 |
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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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