Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227311.6471 | 290101.4601 | -62789.813 | 1293495.8647 | 707972.1481 | 585523.7166 |
Total P&L (%) | 227.3116 | 290.1015 | -62.7898 | 1293.4959 | 707.9721 | 585.5237 |
Avg Daily Profit (%) | 0.1835 | 0.2342 | -0.0507 | 0.2129 | 0.1688 | 0.1555 |
Buy And Hold Return (%) | 96.1388 | 96.1388 | 96.1388 | 96.1388 | 96.1388 | 96.1388 |
Max Trade Drawdown | -111003 | -46999 | -111003 | -332702 | -359036 | -294363 |
Profit Factor | 1.3656 | 3.1926 | 0.8717 | 1.6703 | 1.8828 | 1.5192 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 62 | 30 | 32 | 58 | 28 | 30 |
Losing Trades | 28 | 15 | 13 | 32 | 17 | 15 |
Profitability (%) | 68.8889 | 66.6667 | 71.1111 | 64.4444 | 62.2222 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6167 | 1.5963 | 0.3541 | 0.9216 | 1.1431 | 0.7596 |
Largest Winning Trade | 47760 | 47760 | 47305 | 512479 | 279806 | 512479 |
Largest Losing Trade | -233188 | -26289 | -233188 | -281697 | -214486 | -281697 |
Avg Bars in Trades | 156 | 147 | 164 | 156 | 147 | 164 |
Avg Bars in Winners | 110 | 105 | 115 | 116 | 106 | 126 |
Avg Bars in Losers | 257 | 231 | 286 | 228 | 216 | 241 |
Bars Traded | 14069 | 6652 | 7417 | 14069 | 6652 | 7417 |
Profit Streak | 51.8656 | 100.699 | 51.8656 | 51.8656 | 100.699 | 51.8656 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228521 | 527774 | -576987 | 448822 | 482357 | 360808 |
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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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