Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842685.6512 | 919522.6055 | -76836.9543 | 63242.4873 | 323291.0057 | -260048.5184 |
Total P&L (%) | 842.6857 | 919.5226 | -76.837 | 63.2425 | 323.291 | -260.0485 |
Avg Daily Profit (%) | 0.4649 | 0.5073 | -0.0424 | 0.027 | 0.0796 | 0 |
Buy And Hold Return (%) | 500.5304 | 500.5304 | 500.5304 | 500.5304 | 500.5304 | 500.5304 |
Max Trade Drawdown | -176131 | -100540 | -156057 | -300749 | -177717 | -290511 |
Profit Factor | 2.1988 | 3.9584 | 0.804 | 1.0518 | 1.5833 | 0.6104 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 49.4624 | 46.8085 | 52.1739 | 49.4624 | 46.8085 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.2466 | 4.4981 | 0.737 | 1.0746 | 1.7992 | 0.5595 |
Largest Winning Trade | 507186 | 507186 | 77201 | 264423 | 264423 | 65319 |
Largest Losing Trade | -63111 | -59212 | -63111 | -109470 | -99530 | -109470 |
Avg Bars in Trades | 38 | 31 | 45 | 38 | 31 | 45 |
Avg Bars in Winners | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Losers | 24 | 18 | 30 | 24 | 18 | 30 |
Bars Traded | 3542 | 1467 | 2076 | 3542 | 1467 | 2076 |
Profit Streak | 20.1579 | 98.1579 | 20.1579 | 20.1579 | 98.1579 | 20.1579 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 251863 | 357041 | -579867 | -484605 | -249275 | -579867 |
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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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