Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427937.2299 | 414274.397 | 13662.8329 | 276239.941 | 291767.7066 | -15527.7656 |
Total P&L (%) | 427.9372 | 414.2744 | 13.6628 | 276.2399 | 291.7677 | -15.5278 |
Avg Daily Profit (%) | 0.2277 | 0.2204 | 0.0073 | 0.0705 | 0.0727 | -0.009 |
Buy And Hold Return (%) | 172.2456 | 172.2456 | 172.2456 | 172.2456 | 172.2456 | 172.2456 |
Max Trade Drawdown | -110230 | -96622 | -106195 | -506940 | -405389 | -263124 |
Profit Factor | 1.7214 | 2.428 | 1.0451 | 1.1647 | 1.3389 | 0.981 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 50.5376 | 52.1739 | 48.9362 | 50.5376 | 52.1739 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.6847 | 2.2257 | 1.0905 | 1.14 | 1.2273 | 1.0236 |
Largest Winning Trade | 198652 | 198652 | 34965 | 266691 | 266691 | 136499 |
Largest Losing Trade | -42824 | -42824 | -35636 | -264357 | -264357 | -134622 |
Avg Bars in Trades | 114 | 144 | 85 | 114 | 144 | 85 |
Avg Bars in Winners | 139 | 170 | 107 | 139 | 170 | 107 |
Avg Bars in Losers | 89 | 115 | 64 | 89 | 115 | 64 |
Bars Traded | 10664 | 6629 | 4035 | 10664 | 6629 | 4035 |
Profit Streak | 118.3499 | 155.3499 | 118.3499 | 118.3499 | 155.3499 | 118.3499 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332524 | 357895 | -518819 | -145844 | -102810 | -578091 |
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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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