Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958050.1679 | 968708.3325 | -10658.1646 | 250371.5136 | 367304.4262 | -116932.9126 |
Total P&L (%) | 958.0502 | 968.7083 | -10.6582 | 250.3715 | 367.3044 | -116.9329 |
Avg Daily Profit (%) | 0.382 | 0.3862 | -0.0043 | 0.05 | 0.0615 | 0 |
Buy And Hold Return (%) | 373.6456 | 373.6456 | 373.6456 | 373.6456 | 373.6456 | 373.6456 |
Max Trade Drawdown | -101627 | -78743 | -82361 | -508028 | -392546 | -236818 |
Profit Factor | 2.7737 | 4.0735 | 0.9526 | 1.1499 | 1.3638 | 0.8231 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 55.5556 | 48.9796 | 62 | 55.5556 | 48.9796 | 62 |
Ratio Avg Win / Avg Loss | 2.2189 | 4.2432 | 0.5839 | 0.9199 | 1.4206 | 0.5045 |
Largest Winning Trade | 933341 | 933341 | 25144 | 521845 | 521845 | 81889 |
Largest Losing Trade | -51537 | -51537 | -32854 | -346351 | -346351 | -146550 |
Avg Bars in Trades | 92 | 161 | 24 | 92 | 161 | 24 |
Avg Bars in Winners | 94 | 188 | 21 | 94 | 188 | 21 |
Avg Bars in Losers | 89 | 135 | 28 | 89 | 135 | 28 |
Bars Traded | 9129 | 7917 | 1212 | 9129 | 7917 | 1212 |
Profit Streak | 167.3791 | 173.3791 | 167.3791 | 167.3791 | 173.3791 | 167.3791 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495158 | 501843 | -758032 | -346871 | -275448 | -758032 |
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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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