Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610170.0112 | 623058.1318 | -12888.1206 | -30815.6541 | 842457.5005 | -873273.1546 |
Total P&L (%) | 610.17 | 623.0581 | -12.8881 | -30.8157 | 842.4575 | -873.2732 |
Avg Daily Profit (%) | 0.2439 | 0.249 | -0.0052 | -0.0147 | 0.0897 | 0 |
Buy And Hold Return (%) | 254.2687 | 254.2687 | 254.2687 | 254.2687 | 254.2687 | 254.2687 |
Max Trade Drawdown | -287208 | -104115 | -213674 | -986494 | -78483 | -1007921 |
Profit Factor | 1.8453 | 3.1927 | 0.9706 | 0.9778 | 6.1163 | 0.2873 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 50.9091 | 47.2727 | 54.5455 | 50.9091 | 47.2727 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.7794 | 3.5611 | 0.8088 | 0.9429 | 6.8221 | 0.2394 |
Largest Winning Trade | 403985 | 403985 | 42948 | 500871 | 500871 | 79053 |
Largest Losing Trade | -92681 | -32604 | -92681 | -919106 | -78483 | -919106 |
Avg Bars in Trades | 88 | 96 | 79 | 88 | 96 | 79 |
Avg Bars in Winners | 112 | 115 | 110 | 112 | 115 | 110 |
Avg Bars in Losers | 62 | 80 | 41 | 62 | 80 | 41 |
Bars Traded | 9687 | 5332 | 4355 | 9687 | 5332 | 4355 |
Profit Streak | 130.727 | 130.727 | 327.227 | 130.727 | 130.727 | 327.227 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342648 | -169483 | -758858 | -578950 | -247237 | -758858 |
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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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