Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587298.2227 | 522281.7925 | 65016.4302 | 297568.356 | 423492.2673 | -125923.9112 |
Total P&L (%) | 587.2982 | 522.2818 | 65.0164 | 297.5684 | 423.4923 | -125.9239 |
Avg Daily Profit (%) | 0.3129 | 0.2783 | 0.0346 | 0.0736 | 0.0882 | 0 |
Buy And Hold Return (%) | 85.8612 | 85.8612 | 85.8612 | 85.8612 | 85.8612 | 85.8612 |
Max Trade Drawdown | -164278 | -145665 | -107332 | -324108 | -145056 | -289357 |
Profit Factor | 1.8901 | 2.2853 | 1.2565 | 1.2895 | 1.8366 | 0.7586 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 50.4505 | 41.0714 | 60 | 50.4505 | 41.0714 | 60 |
Ratio Avg Win / Avg Loss | 1.8564 | 3.2789 | 0.8377 | 1.2665 | 2.6352 | 0.5057 |
Largest Winning Trade | 252760 | 252760 | 47324 | 177307 | 177307 | 95748 |
Largest Losing Trade | -66334 | -43945 | -66334 | -145986 | -85296 | -145986 |
Avg Bars in Trades | 46 | 48 | 43 | 46 | 48 | 43 |
Avg Bars in Winners | 66 | 80 | 57 | 66 | 80 | 57 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 5142 | 2732 | 2410 | 5142 | 2732 | 2410 |
Profit Streak | 82.3035 | 124.9701 | 0 | 82.3035 | 124.9701 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482238 | -170515 | -493007 | -96493 | -256036 | -759537 |
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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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