Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595445.2088 | 491152.5188 | 104292.69 | 942064.0221 | 1277507.8301 | -335443.808 |
Total P&L (%) | 595.4452 | 491.1525 | 104.2927 | 942.064 | 1277.5078 | -335.4438 |
Avg Daily Profit (%) | 0.2382 | 0.1965 | 0.0417 | 0.0938 | 0.105 | 0 |
Buy And Hold Return (%) | 43.619 | 43.619 | 43.619 | 43.619 | 43.619 | 43.619 |
Max Trade Drawdown | -162814 | -108686 | -113523 | -1584166 | -561375 | -1460731 |
Profit Factor | 1.6023 | 1.9904 | 1.2117 | 1.1654 | 1.5047 | 0.894 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 55.5556 | 50.6173 | 60.4938 | 55.5556 | 50.6173 | 60.4938 |
Ratio Avg Win / Avg Loss | 1.2818 | 1.9418 | 0.7913 | 0.9324 | 1.468 | 0.5838 |
Largest Winning Trade | 104504 | 104504 | 40741 | 774499 | 774499 | 340598 |
Largest Losing Trade | -52779 | -43834 | -52779 | -1140046 | -309641 | -1140046 |
Avg Bars in Trades | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Winners | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 4945 | 2592 | 2353 | 4945 | 2592 | 2353 |
Profit Streak | 87.6372 | 99.1372 | 87.6372 | 87.6372 | 99.1372 | 87.6372 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477383 | 16300 | -152670 | -104565 | -62015 | -589859 |
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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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