Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494668.158 | 599164.9582 | -104496.8003 | -43752.0245 | 291710.234 | -335462.2585 |
Total P&L (%) | 494.6682 | 599.165 | -104.4968 | -43.752 | 291.7102 | -335.4623 |
Avg Daily Profit (%) | 0.269 | 0.3259 | -0.0568 | -0.0313 | 0.0743 | 0 |
Buy And Hold Return (%) | 124.7977 | 124.7977 | 124.7977 | 124.7977 | 124.7977 | 124.7977 |
Max Trade Drawdown | -174675 | -77438 | -136563 | -573068 | -384647 | -372312 |
Profit Factor | 1.6519 | 2.9392 | 0.7677 | 0.9794 | 1.3219 | 0.7243 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 37.6344 | 38.2979 | 36.9565 | 37.6344 | 38.2979 | 36.9565 |
Ratio Avg Win / Avg Loss | 2.7375 | 4.7353 | 1.3096 | 1.623 | 2.1297 | 1.2356 |
Largest Winning Trade | 556653 | 556653 | 46506 | 454806 | 454806 | 171714 |
Largest Losing Trade | -40596 | -31654 | -40596 | -169499 | -169499 | -168128 |
Avg Bars in Trades | 75 | 71 | 78 | 75 | 71 | 78 |
Avg Bars in Winners | 121 | 117 | 126 | 121 | 117 | 126 |
Avg Bars in Losers | 47 | 43 | 50 | 47 | 43 | 50 |
Bars Traded | 6995 | 3380 | 3615 | 6995 | 3380 | 3615 |
Profit Streak | 51.1461 | 98.3961 | 0 | 51.1461 | 98.3961 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 183180 | 349370 | -584110 | -581996 | -100585 | -584110 |
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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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