Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371613.7022 | 330277.2578 | 41336.4444 | 1210203.4236 | 1375662.7137 | -165459.2901 |
Total P&L (%) | 371.6137 | 330.2773 | 41.3364 | 1210.2034 | 1375.6627 | -165.4593 |
Avg Daily Profit (%) | 0.421 | 0.3742 | 0.0468 | 0.2919 | 0.3054 | 0 |
Buy And Hold Return (%) | 259.8854 | 259.8854 | 259.8854 | 259.8854 | 259.8854 | 259.8854 |
Max Trade Drawdown | -45726 | -52981 | -55226 | -366292 | -276825 | -416645 |
Profit Factor | 2.2484 | 3.535 | 1.247 | 1.6988 | 2.9927 | 0.8411 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 50.4951 | 50 | 50.9804 | 50.4951 | 50 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.2044 | 3.535 | 1.199 | 1.6655 | 2.9927 | 0.8088 |
Largest Winning Trade | 96633 | 96633 | 40355 | 554790 | 554790 | 321124 |
Largest Losing Trade | -20171 | -15751 | -20171 | -291650 | -122772 | -291650 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Losers | 18 | 24 | 11 | 18 | 24 | 11 |
Bars Traded | 2497 | 1427 | 1070 | 2497 | 1427 | 1070 |
Profit Streak | 28.4556 | 37.7889 | 28.4556 | 28.4556 | 37.7889 | 28.4556 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16617 | -244025 | -475493 | 432822 | -164827 | -759888 |
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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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