Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560733.3398 | 587529.4958 | -26796.156 | -727135.7185 | -42447.2162 | -684688.5023 |
Total P&L (%) | 560.7333 | 587.5295 | -26.7962 | -727.1357 | -42.4472 | -684.6885 |
Avg Daily Profit (%) | 0.2473 | 0.2591 | -0.0118 | 0 | -0.0244 | 0 |
Buy And Hold Return (%) | 276.0753 | 276.0753 | 276.0753 | 276.0753 | 276.0753 | 276.0753 |
Max Trade Drawdown | -216967 | -85456 | -345678 | -1988918 | -1470069 | -1380540 |
Profit Factor | 1.526 | 2.619 | 0.9619 | 0.8567 | 0.9817 | 0.7514 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 107 | 58 | 49 | 92 | 48 | 44 |
Losing Trades | 82 | 37 | 45 | 97 | 47 | 50 |
Profitability (%) | 56.6138 | 61.0526 | 52.1277 | 48.6772 | 50.5263 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.1694 | 1.6708 | 0.8834 | 0.9032 | 0.9612 | 0.8538 |
Largest Winning Trade | 88454 | 88454 | 55920 | 426873 | 426873 | 426495 |
Largest Losing Trade | -126631 | -40251 | -126631 | -432275 | -296621 | -432275 |
Avg Bars in Trades | 67 | 39 | 96 | 67 | 39 | 96 |
Avg Bars in Winners | 73 | 34 | 118 | 60 | 42 | 80 |
Avg Bars in Losers | 60 | 47 | 71 | 74 | 36 | 109 |
Bars Traded | 12809 | 3780 | 9028 | 12809 | 3780 | 9028 |
Profit Streak | 12.384 | 12.384 | 162.7174 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 221610 | 333096 | -579452 | -580302 | -581010 | -582322 |
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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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