Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525973.023 | 448644.0649 | 77328.958 | -92710.0878 | 90565.9874 | -183276.0752 |
Total P&L (%) | 525.973 | 448.6441 | 77.329 | -92.7101 | 90.566 | -183.2761 |
Avg Daily Profit (%) | 0.2742 | 0.2339 | 0.0403 | -0.1364 | 0.0336 | 0 |
Buy And Hold Return (%) | 23.7834 | 23.7834 | 23.7834 | 23.7834 | 23.7834 | 23.7834 |
Max Trade Drawdown | -158179 | -77330 | -240086 | -219943 | -60694 | -269138 |
Profit Factor | 1.4929 | 1.9594 | 1.129 | 0.8659 | 1.3744 | 0.5923 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 61.2717 | 59.7701 | 62.7907 | 61.2717 | 59.7701 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.9436 | 1.3188 | 0.669 | 0.5473 | 0.9251 | 0.351 |
Largest Winning Trade | 67426 | 67426 | 46199 | 49477 | 49477 | 26474 |
Largest Losing Trade | -98132 | -34301 | -98132 | -127550 | -36470 | -127550 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Losers | 86 | 82 | 91 | 86 | 82 | 91 |
Bars Traded | 11328 | 5354 | 5973 | 11328 | 5354 | 5973 |
Profit Streak | 37.921 | 37.921 | 73.421 | 37.921 | 37.921 | 73.421 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437082 | 448379 | -219254 | -576904 | -149570 | -577791 |
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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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