Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519695.9344 | 423326.9558 | 96368.9786 | 466320.197 | 569166.4553 | -102846.2583 |
Total P&L (%) | 519.6959 | 423.327 | 96.369 | 466.3202 | 569.1665 | -102.8463 |
Avg Daily Profit (%) | 0.2784 | 0.2268 | 0.0516 | 0.0929 | 0.1019 | 0 |
Buy And Hold Return (%) | 46.6874 | 46.6874 | 46.6874 | 46.6874 | 46.6874 | 46.6874 |
Max Trade Drawdown | -171756 | -130750 | -145847 | -539481 | -472057 | -487126 |
Profit Factor | 1.5994 | 2.1972 | 1.1877 | 1.2528 | 1.7542 | 0.9056 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 56.8345 | 55.0725 | 58.5714 | 56.8345 | 55.0725 | 58.5714 |
Ratio Avg Win / Avg Loss | 1.2147 | 1.7924 | 0.8401 | 0.9515 | 1.4311 | 0.6406 |
Largest Winning Trade | 91312 | 91312 | 37294 | 164737 | 164737 | 111939 |
Largest Losing Trade | -64105 | -64105 | -51954 | -329326 | -329326 | -174310 |
Avg Bars in Trades | 50 | 56 | 43 | 50 | 56 | 43 |
Avg Bars in Winners | 47 | 45 | 48 | 47 | 45 | 48 |
Avg Bars in Losers | 54 | 69 | 38 | 54 | 69 | 38 |
Bars Traded | 6993 | 3914 | 3079 | 6993 | 3914 | 3079 |
Profit Streak | 117.4637 | 223.4637 | 117.4637 | 117.4637 | 223.4637 | 117.4637 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477470 | -87611 | -238261 | -68127 | -153977 | -672889 |
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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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