Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231798.3894 | 262101.427 | -30303.0376 | -39926.3657 | 118319.0415 | -158245.4072 |
Total P&L (%) | 231.7984 | 262.1014 | -30.303 | -39.9264 | 118.319 | -158.2454 |
Avg Daily Profit (%) | 0.1642 | 0.1856 | -0.0215 | -0.0361 | 0.0553 | 0 |
Buy And Hold Return (%) | 60.7931 | 60.7931 | 60.7931 | 60.7931 | 60.7931 | 60.7931 |
Max Trade Drawdown | -200168 | -99842 | -129602 | -214792 | -38347 | -199019 |
Profit Factor | 1.3607 | 1.8436 | 0.9087 | 0.8822 | 2.5121 | 0.3928 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 56.044 | 55.5556 | 56.5217 | 56.044 | 55.5556 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.0672 | 1.4748 | 0.699 | 0.6919 | 2.0097 | 0.3022 |
Largest Winning Trade | 78718 | 78718 | 36877 | 56139 | 56139 | 39927 |
Largest Losing Trade | -74475 | -47587 | -74475 | -165146 | -12546 | -165146 |
Avg Bars in Trades | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Winners | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 4057 | 2050 | 2007 | 4057 | 2050 | 2007 |
Profit Streak | 490.9289 | 0 | 501.2622 | 490.9289 | 0 | 501.2622 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 251689 | 314140 | -579274 | -579167 | -120729 | -579274 |
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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) |
---|