Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552441.4758 | 571231.2528 | -18789.777 | 42575.3215 | 204895.4641 | -162320.1426 |
Total P&L (%) | 552.4415 | 571.2313 | -18.7898 | 42.5753 | 204.8955 | -162.3201 |
Avg Daily Profit (%) | 0.2203 | 0.2278 | -0.0075 | 0.0141 | 0.0445 | 0 |
Buy And Hold Return (%) | 202.8369 | 202.8369 | 202.8369 | 202.8369 | 202.8369 | 202.8369 |
Max Trade Drawdown | -176919 | -69935 | -125301 | -681433 | -224304 | -472494 |
Profit Factor | 1.629 | 2.7753 | 0.9662 | 1.0202 | 1.2653 | 0.8782 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 50.2591 | 45.8333 | 54.6392 | 50.2591 | 45.8333 | 54.6392 |
Ratio Avg Win / Avg Loss | 1.6122 | 3.2799 | 0.8022 | 1.0097 | 1.4953 | 0.7291 |
Largest Winning Trade | 417403 | 417403 | 45625 | 235197 | 235197 | 203795 |
Largest Losing Trade | -64132 | -20630 | -64132 | -397630 | -117907 | -397630 |
Avg Bars in Trades | 25 | 17 | 33 | 25 | 17 | 33 |
Avg Bars in Winners | 32 | 23 | 40 | 32 | 23 | 40 |
Avg Bars in Losers | 18 | 13 | 25 | 18 | 13 | 25 |
Bars Traded | 4948 | 1716 | 3232 | 4948 | 1716 | 3232 |
Profit Streak | 21.5305 | 0 | 54.5305 | 21.5305 | 0 | 54.5305 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353184 | 311630 | -579004 | -536133 | -297915 | -579004 |
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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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