Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763958.6647 | 743326.9648 | 20631.6999 | 14150.1246 | 256898.0355 | -242747.9109 |
Total P&L (%) | 763.9587 | 743.327 | 20.6317 | 14.1501 | 256.898 | -242.7479 |
Avg Daily Profit (%) | 0.4059 | 0.3949 | 0.011 | 0.007 | 0.0676 | 0 |
Buy And Hold Return (%) | 37.4669 | 37.4669 | 37.4669 | 37.4669 | 37.4669 | 37.4669 |
Max Trade Drawdown | -213696 | -113821 | -165473 | -1172540 | -693555 | -535831 |
Profit Factor | 1.9237 | 2.521 | 1.061 | 1.0093 | 1.2866 | 0.6149 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 50 | 43.1818 | 56.8182 | 50 | 43.1818 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.9237 | 3.3171 | 0.8063 | 1.0093 | 1.6929 | 0.4673 |
Largest Winning Trade | 425246 | 425246 | 33969 | 533822 | 533822 | 177896 |
Largest Losing Trade | -62979 | -62979 | -60411 | -590376 | -590376 | -247708 |
Avg Bars in Trades | 80 | 88 | 72 | 80 | 88 | 72 |
Avg Bars in Winners | 88 | 101 | 78 | 88 | 101 | 78 |
Avg Bars in Losers | 72 | 78 | 64 | 72 | 78 | 64 |
Bars Traded | 7063 | 3892 | 3172 | 7063 | 3892 | 3172 |
Profit Streak | 166.4214 | 242.1714 | 166.4214 | 166.4214 | 242.1714 | 166.4214 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545533 | 479408 | -496787 | -557837 | -102826 | -578481 |
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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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