Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389606.3184 | 363077.0221 | 26529.2963 | 522989.6234 | 337542.1576 | 185447.4658 |
Total P&L (%) | 389.6063 | 363.077 | 26.5293 | 522.9896 | 337.5422 | 185.4475 |
Avg Daily Profit (%) | 0.2114 | 0.197 | 0.0144 | 0.0993 | 0.0801 | 0.0569 |
Buy And Hold Return (%) | 50.4257 | 50.4257 | 50.4257 | 50.4257 | 50.4257 | 50.4257 |
Max Trade Drawdown | -134546 | -139348 | -21882 | -1607080 | -1632060 | -122358 |
Profit Factor | 1.9868 | 2.069 | 1.4808 | 1.1562 | 1.1126 | 1.5292 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 70.9677 | 69.5652 | 72.3404 | 70.9677 | 69.5652 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.8128 | 0.9052 | 0.5662 | 0.473 | 0.4868 | 0.5847 |
Largest Winning Trade | 145005 | 145005 | 9763 | 538162 | 538162 | 107704 |
Largest Losing Trade | -49526 | -49526 | -14643 | -514398 | -514398 | -79293 |
Avg Bars in Trades | 224 | 447 | 5 | 224 | 447 | 5 |
Avg Bars in Winners | 112 | 228 | 3 | 112 | 228 | 3 |
Avg Bars in Losers | 495 | 946 | 9 | 495 | 946 | 9 |
Bars Traded | 20832 | 20573 | 259 | 20832 | 20573 | 259 |
Profit Streak | 114.1594 | 164.1594 | 114.1594 | 114.1594 | 164.1594 | 114.1594 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465037 | 458775 | -336046 | -106143 | -180525 | -115757 |
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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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