Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299678.1029 | 344286.5907 | -44608.4878 | -89438.7781 | 204211.8902 | -293650.6683 |
Total P&L (%) | 299.6781 | 344.2866 | -44.6085 | -89.4388 | 204.2119 | -293.6507 |
Avg Daily Profit (%) | 0.1648 | 0.1893 | -0.0245 | -0.1235 | 0.0612 | 0 |
Buy And Hold Return (%) | 20.0407 | 20.0407 | 20.0407 | 20.0407 | 20.0407 | 20.0407 |
Max Trade Drawdown | -177835 | -68541 | -184919 | -238581 | -50574 | -288140 |
Profit Factor | 1.3185 | 2.0395 | 0.9268 | 0.8527 | 2.5916 | 0.3867 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 56.9892 | 57.4468 | 56.5217 | 56.9892 | 57.4468 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.9951 | 1.5107 | 0.713 | 0.6435 | 1.9197 | 0.2974 |
Largest Winning Trade | 126562 | 126562 | 50505 | 135060 | 135060 | 35661 |
Largest Losing Trade | -82673 | -29265 | -82673 | -190258 | -20022 | -190258 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 3392 | 1715 | 1677 | 3392 | 1715 | 1677 |
Profit Streak | 119.6435 | 119.6435 | 138.1435 | 119.6435 | 119.6435 | 138.1435 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304615 | 496966 | -578507 | -578166 | -103868 | -578507 |
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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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