Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671557.5414 | 703047.8513 | -31490.3098 | 174768.0786 | 206802.8891 | -32034.8105 |
Total P&L (%) | 671.5575 | 703.0479 | -31.4903 | 174.7681 | 206.8029 | -32.0348 |
Avg Daily Profit (%) | 0.2977 | 0.3117 | -0.014 | 0.0448 | 0.0497 | -0.0171 |
Buy And Hold Return (%) | 74.0373 | 74.0373 | 74.0373 | 74.0373 | 74.0373 | 74.0373 |
Max Trade Drawdown | -139432 | -62910 | -220759 | -256916 | -236740 | -207464 |
Profit Factor | 1.6867 | 2.5852 | 0.9411 | 1.1053 | 1.2554 | 0.9623 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 52.1739 | 51.087 | 53.2609 | 52.1739 | 51.087 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.5461 | 2.4752 | 0.8258 | 1.0132 | 1.202 | 0.8445 |
Largest Winning Trade | 359879 | 359879 | 57558 | 179203 | 179203 | 88591 |
Largest Losing Trade | -52976 | -52643 | -52976 | -104275 | -104275 | -94917 |
Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Winners | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 4377 | 2166 | 2211 | 4377 | 2166 | 2211 |
Profit Streak | 37.2945 | 37.2945 | 46.7945 | 37.2945 | 37.2945 | 46.7945 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544603 | 540776 | -578896 | -239206 | -128903 | -578896 |
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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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