Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860326.4825 | 852713.0191 | 7613.4634 | 335201.2136 | 545418.7746 | -210217.5609 |
Total P&L (%) | 860.3265 | 852.713 | 7.6135 | 335.2012 | 545.4188 | -210.2176 |
Avg Daily Profit (%) | 0.463 | 0.4589 | 0.0041 | 0.0792 | 0.1004 | 0 |
Buy And Hold Return (%) | 113.7993 | 113.7993 | 113.7993 | 113.7993 | 113.7993 | 113.7993 |
Max Trade Drawdown | -88069 | -57342 | -77079 | -580846 | -334754 | -380320 |
Profit Factor | 2.6538 | 5.0978 | 1.0244 | 1.1763 | 1.6317 | 0.7974 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 51.6129 | 46.8085 | 56.5217 | 51.6129 | 46.8085 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.488 | 5.7929 | 0.788 | 1.1028 | 1.8542 | 0.6133 |
Largest Winning Trade | 558925 | 558925 | 76045 | 632930 | 632930 | 274403 |
Largest Losing Trade | -68342 | -23661 | -68342 | -177087 | -131457 | -177087 |
Avg Bars in Trades | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Winners | 82 | 86 | 79 | 82 | 86 | 79 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 5339 | 2695 | 2644 | 5339 | 2695 | 2644 |
Profit Streak | 48.3433 | 48.3433 | 58.3433 | 48.3433 | 48.3433 | 58.3433 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622474 | 646067 | -546167 | -115007 | -57128 | -578462 |
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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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