Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395248.3011 | 383536.8157 | 11711.4854 | 26015.1598 | 64400.1275 | -38384.9677 |
Total P&L (%) | 395.2483 | 383.5368 | 11.7115 | 26.0152 | 64.4001 | -38.385 |
Avg Daily Profit (%) | 0.2067 | 0.2005 | 0.0061 | 0.0121 | 0.026 | -0.0253 |
Buy And Hold Return (%) | 25.7526 | 25.7526 | 25.7526 | 25.7526 | 25.7526 | 25.7526 |
Max Trade Drawdown | -110518 | -118795 | -129211 | -81827 | -38116 | -43998 |
Profit Factor | 1.5096 | 2.0898 | 1.0276 | 1.0821 | 1.4925 | 0.7936 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 54.8077 | 53.8462 | 55.7692 | 54.8077 | 53.8462 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.2447 | 1.7912 | 0.815 | 0.8923 | 1.2793 | 0.6294 |
Largest Winning Trade | 182067 | 182067 | 62578 | 33018 | 33018 | 27347 |
Largest Losing Trade | -71270 | -42654 | -71270 | -66710 | -19850 | -66710 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 40 | 33 | 46 | 40 | 33 | 46 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 3553 | 1572 | 1982 | 3553 | 1572 | 1982 |
Profit Streak | 30.6971 | 0 | 75.6971 | 30.6971 | 0 | 75.6971 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377379 | -167957 | -720550 | -469683 | -339994 | -759120 |
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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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