Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757647.0323 | 775640.9434 | -17993.9111 | 120895.5711 | 153307.1401 | -32411.569 |
Total P&L (%) | 757.647 | 775.6409 | -17.9939 | 120.8956 | 153.3071 | -32.4116 |
Avg Daily Profit (%) | 0.3425 | 0.3506 | -0.0081 | 0.0358 | 0.042 | -0.0177 |
Buy And Hold Return (%) | 188.2445 | 188.2445 | 188.2445 | 188.2445 | 188.2445 | 188.2445 |
Max Trade Drawdown | -213390 | -142758 | -135945 | -1739185 | -1566880 | -528766 |
Profit Factor | 2.0147 | 2.9229 | 0.9476 | 1.0314 | 1.0589 | 0.9739 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 50 | 45.6522 | 54.3478 | 50 | 45.6522 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.0147 | 3.4797 | 0.796 | 1.0314 | 1.2606 | 0.8181 |
Largest Winning Trade | 531604 | 531604 | 48915 | 1249634 | 1249634 | 388888 |
Largest Losing Trade | -54427 | -54427 | -40128 | -572248 | -572248 | -269428 |
Avg Bars in Trades | 69 | 96 | 43 | 69 | 96 | 43 |
Avg Bars in Winners | 69 | 96 | 47 | 69 | 96 | 47 |
Avg Bars in Losers | 69 | 95 | 38 | 69 | 95 | 38 |
Bars Traded | 6419 | 4424 | 1995 | 6419 | 4424 | 1995 |
Profit Streak | 21.2355 | 23.5689 | 0 | 21.2355 | 23.5689 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420498 | 421894 | -580140 | -495959 | -459330 | -580140 |
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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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