Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734699.9894 | 722753.1253 | 11946.8641 | 528602.4127 | 1164744.3084 | -636141.8957 |
Total P&L (%) | 734.7 | 722.7531 | 11.9469 | 528.6024 | 1164.7443 | -636.1419 |
Avg Daily Profit (%) | 0.3961 | 0.3896 | 0.0064 | 0.0992 | 0.1369 | 0 |
Buy And Hold Return (%) | 115.9498 | 115.9498 | 115.9498 | 115.9498 | 115.9498 | 115.9498 |
Max Trade Drawdown | -152343 | -84372 | -126749 | -944953 | -548650 | -953469 |
Profit Factor | 1.9915 | 3.4297 | 1.0269 | 1.1565 | 1.8596 | 0.6855 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 47.5728 | 50 | 45.098 | 47.5728 | 50 | 45.098 |
Ratio Avg Win / Avg Loss | 2.1947 | 3.4297 | 1.2502 | 1.2745 | 1.8596 | 0.8345 |
Largest Winning Trade | 350819 | 350819 | 74443 | 490907 | 490907 | 368971 |
Largest Losing Trade | -50865 | -32830 | -50865 | -259575 | -241212 | -259575 |
Avg Bars in Trades | 104 | 104 | 105 | 104 | 104 | 105 |
Avg Bars in Winners | 145 | 139 | 153 | 145 | 139 | 153 |
Avg Bars in Losers | 67 | 68 | 65 | 67 | 68 | 65 |
Bars Traded | 10776 | 5419 | 5357 | 10776 | 5419 | 5357 |
Profit Streak | 46.0344 | 46.0344 | 55.701 | 46.0344 | 46.0344 | 55.701 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481431 | -163791 | -722297 | -109967 | -185846 | -762177 |
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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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