Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465322.3539 | 460318.8056 | 5003.5483 | 8914.0615 | 91567.3586 | -82653.2971 |
Total P&L (%) | 465.3224 | 460.3188 | 5.0035 | 8.9141 | 91.5674 | -82.6533 |
Avg Daily Profit (%) | 0.1861 | 0.1841 | 0.002 | 0.0034 | 0.026 | -0.07 |
Buy And Hold Return (%) | 24.0132 | 24.0132 | 24.0132 | 24.0132 | 24.0132 | 24.0132 |
Max Trade Drawdown | -166269 | -72013 | -163288 | -234894 | -135908 | -211836 |
Profit Factor | 1.4122 | 1.9191 | 1.008 | 1.0054 | 1.1204 | 0.9059 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 57.9882 | 58.3333 | 57.6471 | 57.9882 | 58.3333 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.0232 | 1.3708 | 0.7405 | 0.7284 | 0.8003 | 0.6656 |
Largest Winning Trade | 124812 | 124812 | 43961 | 92042 | 92042 | 52849 |
Largest Losing Trade | -69214 | -69214 | -44938 | -135908 | -135908 | -108004 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
Bars Traded | 4803 | 2638 | 2165 | 4803 | 2638 | 2165 |
Profit Streak | 35.937 | 61.437 | 35.937 | 35.937 | 61.437 | 35.937 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412620 | 422806 | -567858 | -567052 | -248568 | -579292 |
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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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