Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556898.8354 | 552286.2005 | 4612.635 | 109681.6717 | 48093.2403 | 61588.4314 |
Total P&L (%) | 556.8988 | 552.2862 | 4.6126 | 109.6817 | 48.0932 | 61.5884 |
Avg Daily Profit (%) | 0.2674 | 0.2652 | 0.0022 | 0.0356 | 0.0189 | 0.023 |
Buy And Hold Return (%) | 124.7071 | 124.7071 | 124.7071 | 124.7071 | 124.7071 | 124.7071 |
Max Trade Drawdown | -134182 | -129301 | -33949 | -623731 | -627432 | -57817 |
Profit Factor | 1.9876 | 2.2402 | 1.0389 | 1.0803 | 1.0413 | 1.3087 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 51.5464 | 50 | 53.0612 | 51.5464 | 50 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.8683 | 2.2402 | 0.919 | 1.0155 | 1.0413 | 1.1577 |
Largest Winning Trade | 411297 | 411297 | 13075 | 546938 | 546938 | 53253 |
Largest Losing Trade | -58567 | -58567 | -14344 | -308455 | -308455 | -31568 |
Avg Bars in Trades | 247 | 470 | 28 | 247 | 470 | 28 |
Avg Bars in Winners | 257 | 504 | 29 | 257 | 504 | 29 |
Avg Bars in Losers | 236 | 436 | 27 | 236 | 436 | 27 |
Bars Traded | 23980 | 22578 | 1402 | 23980 | 22578 | 1402 |
Profit Streak | 73.1029 | 73.6029 | 73.1029 | 73.1029 | 73.6029 | 73.1029 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432257 | 419911 | -533702 | -441898 | -507938 | -326390 |
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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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