Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461490.529 | 524096.8638 | -62606.3348 | -162987.0296 | 60539.6011 | -223526.6307 |
Total P&L (%) | 461.4905 | 524.0969 | -62.6063 | -162.987 | 60.5396 | -223.5266 |
Avg Daily Profit (%) | 0.2517 | 0.2858 | -0.0341 | 0 | 0.0258 | 0 |
Buy And Hold Return (%) | 169.8092 | 169.8092 | 169.8092 | 169.8092 | 169.8092 | 169.8092 |
Max Trade Drawdown | -199142 | -96285 | -162968 | -241655 | -82842 | -159607 |
Profit Factor | 1.6239 | 3.2202 | 0.8757 | 0.6962 | 1.3515 | 0.3863 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 50 | 22 | 28 | 43 | 22 | 21 |
Losing Trades | 45 | 26 | 19 | 52 | 26 | 26 |
Profitability (%) | 52.6316 | 45.8333 | 59.5745 | 45.2632 | 45.8333 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.4615 | 3.8057 | 0.5942 | 0.8419 | 1.5972 | 0.4783 |
Largest Winning Trade | 382945 | 382945 | 55474 | 133772 | 133772 | 24771 |
Largest Losing Trade | -117999 | -33670 | -117999 | -71878 | -37764 | -71878 |
Avg Bars in Trades | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Winners | 78 | 68 | 87 | 80 | 64 | 96 |
Avg Bars in Losers | 67 | 65 | 71 | 68 | 68 | 67 |
Bars Traded | 6993 | 3206 | 3787 | 6993 | 3206 | 3787 |
Profit Streak | 0 | 0 | 66.5433 | 30.0433 | 73.7933 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261301 | 372967 | -578897 | -581826 | -323216 | -582765 |
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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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