Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635177.7639 | 626350.6318 | 8827.1321 | 22695.0684 | 162566.6479 | -139871.5795 |
Total P&L (%) | 635.1778 | 626.3506 | 8.8271 | 22.6951 | 162.5666 | -139.8716 |
Avg Daily Profit (%) | 0.3394 | 0.3346 | 0.0047 | 0.0109 | 0.0516 | 0 |
Buy And Hold Return (%) | 47.2281 | 47.2281 | 47.2281 | 47.2281 | 47.2281 | 47.2281 |
Max Trade Drawdown | -246341 | -198533 | -100357 | -795311 | -774349 | -557839 |
Profit Factor | 1.8263 | 2.7092 | 1.0219 | 1.0093 | 1.1245 | 0.8764 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 51.6484 | 48.8889 | 54.3478 | 51.6484 | 48.8889 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.7097 | 2.8324 | 0.8584 | 0.9449 | 1.1756 | 0.7361 |
Largest Winning Trade | 331731 | 331731 | 37732 | 423405 | 423405 | 124610 |
Largest Losing Trade | -56829 | -56829 | -43132 | -326700 | -326700 | -249875 |
Avg Bars in Trades | 57 | 72 | 42 | 57 | 72 | 42 |
Avg Bars in Winners | 65 | 74 | 57 | 65 | 74 | 57 |
Avg Bars in Losers | 48 | 71 | 24 | 48 | 71 | 24 |
Bars Traded | 5233 | 3282 | 1951 | 5233 | 3282 | 1951 |
Profit Streak | 109.9419 | 169.9419 | 109.9419 | 109.9419 | 169.9419 | 109.9419 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507896 | 524608 | -549153 | -554549 | -210122 | -579578 |
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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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