Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899443.6617 | 931389.1919 | -31945.5302 | 108175.0047 | 154986.3967 | -46811.392 |
Total P&L (%) | 899.4437 | 931.3892 | -31.9455 | 108.175 | 154.9864 | -46.8114 |
Avg Daily Profit (%) | 0.4319 | 0.4472 | -0.0153 | 0.0352 | 0.045 | -0.0303 |
Buy And Hold Return (%) | 284.3992 | 284.3992 | 284.3992 | 284.3992 | 284.3992 | 284.3992 |
Max Trade Drawdown | -134795 | -147035 | -54780 | -584897 | -567224 | -94976 |
Profit Factor | 2.4552 | 2.9592 | 0.7761 | 1.0692 | 1.1223 | 0.8423 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 43.299 | 41.6667 | 44.898 | 43.299 | 41.6667 | 44.898 |
Ratio Avg Win / Avg Loss | 3.2152 | 4.1428 | 0.9525 | 1.4001 | 1.5712 | 1.0337 |
Largest Winning Trade | 652884 | 652884 | 11015 | 447148 | 447148 | 53574 |
Largest Losing Trade | -62127 | -62127 | -23320 | -161980 | -161980 | -55911 |
Avg Bars in Trades | 245 | 468 | 26 | 245 | 468 | 26 |
Avg Bars in Winners | 413 | 838 | 27 | 413 | 838 | 27 |
Avg Bars in Losers | 116 | 204 | 25 | 116 | 204 | 25 |
Bars Traded | 23795 | 22504 | 1291 | 23795 | 22504 | 1291 |
Profit Streak | 103.6273 | 103.6273 | 196.9606 | 103.6273 | 103.6273 | 196.9606 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386619 | 372385 | -581001 | -457068 | -386110 | -579335 |
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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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