Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646530.257 | 676650.5388 | -30120.2818 | 93389.3204 | 94734.8414 | -1345.5211 |
Total P&L (%) | 646.5303 | 676.6505 | -30.1203 | 93.3893 | 94.7348 | -1.3455 |
Avg Daily Profit (%) | 0.2574 | 0.2694 | -0.012 | 0.0263 | 0.0265 | -0.0005 |
Buy And Hold Return (%) | 239.7073 | 239.7073 | 239.7073 | 239.7073 | 239.7073 | 239.7073 |
Max Trade Drawdown | -168355 | -127047 | -118694 | -95195 | -66670 | -65112 |
Profit Factor | 1.9458 | 3.0166 | 0.9135 | 1.2968 | 1.5643 | 0.9908 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 54.717 | 54.717 | 54.717 | 54.717 | 54.717 | 54.717 |
Ratio Avg Win / Avg Loss | 1.6103 | 2.4965 | 0.756 | 1.0732 | 1.2946 | 0.82 |
Largest Winning Trade | 487465 | 487465 | 39464 | 71022 | 71022 | 23619 |
Largest Losing Trade | -61687 | -42864 | -61687 | -37960 | -37960 | -30998 |
Avg Bars in Trades | 68 | 85 | 50 | 68 | 85 | 50 |
Avg Bars in Winners | 65 | 76 | 54 | 65 | 76 | 54 |
Avg Bars in Losers | 71 | 97 | 45 | 71 | 97 | 45 |
Bars Traded | 7213 | 4552 | 2661 | 7213 | 4552 | 2661 |
Profit Streak | 166.1224 | 166.1224 | 503.7891 | 166.1224 | 166.1224 | 503.7891 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400300 | -167352 | -758816 | -321232 | -499982 | -758816 |
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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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