Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300374.4575 | 277151.5165 | 23222.941 | -99150.2919 | 2721.597 | -101871.8889 |
Total P&L (%) | 300.3745 | 277.1515 | 23.2229 | -99.1503 | 2.7216 | -101.8719 |
Avg Daily Profit (%) | 0.2417 | 0.223 | 0.0187 | -0.3829 | 0.0022 | 0 |
Buy And Hold Return (%) | 19.2958 | 19.2958 | 19.2958 | 19.2958 | 19.2958 | 19.2958 |
Max Trade Drawdown | -111813 | -57482 | -80164 | -102521 | -1404 | -684 |
Profit Factor | 1.5254 | 2.4589 | 1.0608 | 0.0646 | 2.3535 | 0.0204 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 70.5263 | 72.9167 | 68.0851 | 70.5263 | 72.9167 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.6375 | 0.9133 | 0.4973 | 0.027 | 0.8742 | 0.0096 |
Largest Winning Trade | 43880 | 43880 | 29251 | 2572 | 2572 | 415 |
Largest Losing Trade | -99849 | -57482 | -99849 | -102417 | -1404 | -102417 |
Avg Bars in Trades | 38 | 45 | 30 | 38 | 45 | 30 |
Avg Bars in Winners | 25 | 26 | 23 | 25 | 26 | 23 |
Avg Bars in Losers | 69 | 96 | 45 | 69 | 96 | 45 |
Bars Traded | 3621 | 2197 | 1424 | 3621 | 2197 | 1424 |
Profit Streak | 48.87 | 56.5367 | 48.87 | 48.87 | 56.5367 | 48.87 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450470 | 510671 | -422220 | -575758 | -348984 | -577084 |
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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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