Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782723.0315 | 921852.0858 | -139129.0542 | -52905.5108 | 299359.0082 | -352264.519 |
Total P&L (%) | 782.723 | 921.8521 | -139.1291 | -52.9055 | 299.359 | -352.2645 |
Avg Daily Profit (%) | 0.4317 | 0.5085 | -0.0767 | -0.0415 | 0.0764 | 0 |
Buy And Hold Return (%) | 337.4209 | 337.4209 | 337.4209 | 337.4209 | 337.4209 | 337.4209 |
Max Trade Drawdown | -202736 | -150320 | -180678 | -461466 | -275314 | -363361 |
Profit Factor | 1.7068 | 2.6543 | 0.7471 | 0.9563 | 1.4979 | 0.4208 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 47.3988 | 48.2759 | 46.5116 | 47.3988 | 48.2759 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.8941 | 2.8439 | 0.8592 | 1.0612 | 1.6049 | 0.484 |
Largest Winning Trade | 509797 | 509797 | 70777 | 376088 | 376088 | 45453 |
Largest Losing Trade | -43110 | -43110 | -40350 | -129447 | -110226 | -129447 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3600 | 1823 | 1778 | 3600 | 1823 | 1778 |
Profit Streak | 28.0324 | 84.0324 | 28.0324 | 28.0324 | 84.0324 | 28.0324 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367413 | 474243 | -581170 | -577400 | -253520 | -581170 |
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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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