Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747259.5718 | 706678.9901 | 40580.5817 | 734893.0405 | 571288.413 | 163604.6275 |
Total P&L (%) | 747.2596 | 706.679 | 40.5806 | 734.893 | 571.2884 | 163.6046 |
Avg Daily Profit (%) | 0.2983 | 0.2821 | 0.0162 | 0.0848 | 0.076 | 0.0387 |
Buy And Hold Return (%) | 279.4143 | 279.4143 | 279.4143 | 279.4143 | 279.4143 | 279.4143 |
Max Trade Drawdown | -159959 | -128453 | -119044 | -248336 | -126019 | -212488 |
Profit Factor | 2.2517 | 3.2235 | 1.1454 | 2.1937 | 2.867 | 1.5284 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 53.7634 | 54.3478 | 53.1915 | 53.7634 | 54.3478 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.9365 | 2.7078 | 1.0079 | 1.8866 | 2.4083 | 1.345 |
Largest Winning Trade | 444659 | 444659 | 37953 | 310633 | 310633 | 160233 |
Largest Losing Trade | -42118 | -42118 | -41557 | -112918 | -58000 | -112918 |
Avg Bars in Trades | 101 | 121 | 82 | 101 | 121 | 82 |
Avg Bars in Winners | 96 | 99 | 93 | 96 | 99 | 93 |
Avg Bars in Losers | 107 | 147 | 69 | 107 | 147 | 69 |
Bars Traded | 9444 | 5581 | 3863 | 9444 | 5581 | 3863 |
Profit Streak | 161.1433 | 161.1433 | 379.6433 | 161.1433 | 161.1433 | 379.6433 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426698 | 453121 | -395733 | -76553 | -90898 | -303623 |
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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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