Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690419.0245 | 701143.0199 | -10723.9954 | 51009.3476 | 95278.1852 | -44268.8376 |
Total P&L (%) | 690.419 | 701.143 | -10.724 | 51.0093 | 95.2782 | -44.2688 |
Avg Daily Profit (%) | 0.2762 | 0.2805 | -0.0043 | 0.0165 | 0.0268 | -0.0234 |
Buy And Hold Return (%) | 268.3795 | 268.3795 | 268.3795 | 268.3795 | 268.3795 | 268.3795 |
Max Trade Drawdown | -151650 | -110342 | -119448 | -117292 | -70976 | -101735 |
Profit Factor | 1.992 | 3.0583 | 0.9698 | 1.1607 | 1.6348 | 0.7354 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 53.7634 | 52.1739 | 55.3191 | 53.7634 | 52.1739 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.7131 | 2.8034 | 0.7833 | 0.9982 | 1.4985 | 0.594 |
Largest Winning Trade | 435443 | 435443 | 49452 | 54271 | 54271 | 21258 |
Largest Losing Trade | -77421 | -41107 | -77421 | -68503 | -42462 | -68503 |
Avg Bars in Trades | 50 | 60 | 41 | 50 | 60 | 41 |
Avg Bars in Winners | 52 | 51 | 54 | 52 | 51 | 54 |
Avg Bars in Losers | 48 | 70 | 24 | 48 | 70 | 24 |
Bars Traded | 4715 | 2787 | 1928 | 4715 | 2787 | 1928 |
Profit Streak | 148.6765 | 148.6765 | 254.1765 | 148.6765 | 148.6765 | 254.1765 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398525 | 433492 | -578655 | -379936 | -319972 | -578655 |
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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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