Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431710.8641 | 507531.6968 | -75820.8327 | -33389.5448 | 126142.2563 | -159531.8011 |
Total P&L (%) | 431.7109 | 507.5317 | -75.8208 | -33.3895 | 126.1423 | -159.5318 |
Avg Daily Profit (%) | 0.2332 | 0.2742 | -0.041 | -0.0219 | 0.0441 | 0 |
Buy And Hold Return (%) | 116.9488 | 116.9488 | 116.9488 | 116.9488 | 116.9488 | 116.9488 |
Max Trade Drawdown | -133363 | -135042 | -83062 | -309798 | -226964 | -158789 |
Profit Factor | 1.5733 | 2.3719 | 0.8021 | 0.9676 | 1.2389 | 0.683 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 45.0867 | 48.2759 | 41.8605 | 45.0867 | 48.2759 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.9162 | 2.5413 | 1.114 | 1.1785 | 1.3274 | 0.9486 |
Largest Winning Trade | 524841 | 524841 | 56987 | 265170 | 265170 | 73004 |
Largest Losing Trade | -41924 | -41924 | -28348 | -118388 | -118388 | -56651 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 65 | 50 | 82 | 65 | 50 | 82 |
Avg Bars in Losers | 20 | 24 | 15 | 20 | 24 | 15 |
Bars Traded | 6993 | 3247 | 3746 | 6993 | 3247 | 3746 |
Profit Streak | 94.4586 | 110.4586 | 94.4586 | 94.4586 | 110.4586 | 94.4586 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310602 | 421386 | -582041 | -578757 | -275189 | -583708 |
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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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