Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331888.7079 | 313054.391 | 18834.3169 | 119638.0043 | 165813.54 | -46175.5358 |
Total P&L (%) | 331.8887 | 313.0544 | 18.8343 | 119.638 | 165.8135 | -46.1755 |
Avg Daily Profit (%) | 0.1594 | 0.1503 | 0.009 | 0.0378 | 0.047 | -0.0297 |
Buy And Hold Return (%) | 47.8643 | 47.8643 | 47.8643 | 47.8643 | 47.8643 | 47.8643 |
Max Trade Drawdown | -147725 | -131146 | -87902 | -887071 | -833062 | -473980 |
Profit Factor | 1.563 | 1.9361 | 1.0738 | 1.042 | 1.0972 | 0.9596 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 55.4545 | 54.5455 | 56.3636 | 55.4545 | 54.5455 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.2556 | 1.6134 | 0.8314 | 0.837 | 0.9144 | 0.7429 |
Largest Winning Trade | 138536 | 138536 | 42510 | 300712 | 291761 | 300712 |
Largest Losing Trade | -63867 | -63867 | -33022 | -387121 | -387121 | -210077 |
Avg Bars in Trades | 222 | 360 | 84 | 222 | 360 | 84 |
Avg Bars in Winners | 173 | 274 | 75 | 173 | 274 | 75 |
Avg Bars in Losers | 284 | 463 | 97 | 284 | 463 | 97 |
Bars Traded | 24493 | 19819 | 4674 | 24493 | 19819 | 4674 |
Profit Streak | 17.4561 | 0 | 18.8727 | 17.4561 | 0 | 18.8727 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377580 | -168899 | -666157 | -320421 | -427597 | -759448 |
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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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