Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741844.8236 | 744604.8835 | -2760.0599 | 42182.8192 | 159759.9906 | -117577.1714 |
Total P&L (%) | 741.8448 | 744.6049 | -2.7601 | 42.1828 | 159.76 | -117.5772 |
Avg Daily Profit (%) | 0.4015 | 0.403 | -0.0015 | 0.019 | 0.0517 | 0 |
Buy And Hold Return (%) | 34.6018 | 34.6018 | 34.6018 | 34.6018 | 34.6018 | 34.6018 |
Max Trade Drawdown | -87526 | -99638 | -73917 | -206982 | -285304 | -201930 |
Profit Factor | 1.971 | 3.1863 | 0.9935 | 1.0255 | 1.2031 | 0.8642 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 47.6636 | 46.2963 | 49.0566 | 47.6636 | 46.2963 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.1642 | 3.6961 | 1.0317 | 1.1261 | 1.3956 | 0.8975 |
Largest Winning Trade | 594069 | 594069 | 52286 | 207615 | 207615 | 80589 |
Largest Losing Trade | -80615 | -35743 | -80615 | -112997 | -112997 | -101636 |
Avg Bars in Trades | 64 | 48 | 81 | 64 | 48 | 81 |
Avg Bars in Winners | 73 | 39 | 106 | 73 | 39 | 106 |
Avg Bars in Losers | 57 | 57 | 57 | 57 | 57 | 57 |
Bars Traded | 6938 | 2639 | 4299 | 6938 | 2639 | 4299 |
Profit Streak | 52.8319 | 52.8319 | 67.0819 | 52.8319 | 52.8319 | 67.0819 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516728 | -164647 | -758563 | -456620 | -306596 | -760229 |
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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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