Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467773.8501 | 464033.8154 | 3740.0347 | -35661.5799 | 17497.3532 | -53158.9331 |
Total P&L (%) | 467.7739 | 464.0338 | 3.74 | -35.6616 | 17.4974 | -53.1589 |
Avg Daily Profit (%) | 0.2424 | 0.2405 | 0.0019 | -0.0229 | 0.0084 | -0.0393 |
Buy And Hold Return (%) | 15.5437 | 15.5437 | 15.5437 | 15.5437 | 15.5437 | 15.5437 |
Max Trade Drawdown | -166404 | -164145 | -41386 | -1010631 | -988376 | -114199 |
Profit Factor | 1.9187 | 2.0527 | 1.0547 | 0.9768 | 1.0126 | 0.6341 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 64.5161 | 69.5652 | 59.5745 | 64.5161 | 69.5652 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.0553 | 0.898 | 0.7157 | 0.5372 | 0.443 | 0.4303 |
Largest Winning Trade | 368356 | 368356 | 9116 | 835353 | 835353 | 10925 |
Largest Losing Trade | -72721 | -72721 | -12432 | -639590 | -639590 | -76171 |
Avg Bars in Trades | 236 | 473 | 3 | 236 | 473 | 3 |
Avg Bars in Winners | 134 | 248 | 4 | 134 | 248 | 4 |
Avg Bars in Losers | 420 | 988 | 2 | 420 | 988 | 2 |
Bars Traded | 21961 | 21788 | 173 | 21961 | 21788 | 173 |
Profit Streak | 70.6339 | 77.1339 | 70.6339 | 70.6339 | 77.1339 | 70.6339 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500079 | 470570 | -515844 | -577402 | -512720 | -578619 |
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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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