Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125556.453 | 213525.939 | -87969.486 | 370666.0084 | 342016.2081 | 28649.8003 |
Total P&L (%) | 125.5565 | 213.5259 | -87.9695 | 370.666 | 342.0162 | 28.6498 |
Avg Daily Profit (%) | 0.1008 | 0.1713 | -0.0706 | 0.1244 | 0.1193 | 0.0202 |
Buy And Hold Return (%) | 13.358 | 13.358 | 13.358 | 13.358 | 13.358 | 13.358 |
Max Trade Drawdown | -281207 | -45333 | -264667 | -381280 | -221588 | -393233 |
Profit Factor | 1.1949 | 2.2036 | 0.8116 | 1.264 | 1.7062 | 1.0311 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 65 | 31 | 34 | 67 | 33 | 34 |
Losing Trades | 27 | 15 | 12 | 25 | 13 | 12 |
Profitability (%) | 70.6522 | 67.3913 | 73.913 | 72.8261 | 71.7391 | 73.913 |
Ratio Avg Win / Avg Loss | 0.4963 | 1.0662 | 0.2865 | 0.4716 | 0.6722 | 0.3639 |
Largest Winning Trade | 48493 | 48493 | 27948 | 213752 | 102995 | 213752 |
Largest Losing Trade | -175116 | -37694 | -175116 | -332712 | -193781 | -332712 |
Avg Bars in Trades | 155 | 164 | 147 | 155 | 164 | 147 |
Avg Bars in Winners | 111 | 120 | 103 | 125 | 135 | 116 |
Avg Bars in Losers | 262 | 255 | 270 | 236 | 237 | 234 |
Bars Traded | 14337 | 7566 | 6770 | 14337 | 7566 | 6770 |
Profit Streak | 25.1533 | 25.1533 | 68.82 | 25.1533 | 25.1533 | 68.82 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62102 | 479848 | -576635 | -24268 | -29808 | -355565 |
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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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