Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859092.5234 | 794220.365 | 64872.1584 | 878129.0475 | 1823348.0642 | -945219.0167 |
Total P&L (%) | 859.0925 | 794.2204 | 64.8722 | 878.129 | 1823.3481 | -945.219 |
Avg Daily Profit (%) | 0.3788 | 0.3502 | 0.0286 | 0.1006 | 0.1304 | 0 |
Buy And Hold Return (%) | 147.8947 | 147.8947 | 147.8947 | 147.8947 | 147.8947 | 147.8947 |
Max Trade Drawdown | -117458 | -97203 | -175298 | -2575796 | -1557913 | -1815572 |
Profit Factor | 1.7344 | 2.3817 | 1.109 | 1.0683 | 1.3041 | 0.8622 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 141 | 76 | 65 | 141 | 76 | 65 |
Profitability (%) | 36.4865 | 31.5315 | 41.4414 | 36.4865 | 31.5315 | 41.4414 |
Ratio Avg Win / Avg Loss | 3.0192 | 5.1717 | 1.5671 | 1.8597 | 2.8318 | 1.2183 |
Largest Winning Trade | 436672 | 436672 | 46513 | 1273396 | 1273396 | 577800 |
Largest Losing Trade | -44923 | -31942 | -44923 | -433816 | -342449 | -433816 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4494 | 2055 | 2439 | 4494 | 2055 | 2439 |
Profit Streak | 20.5905 | 0 | 27.0905 | 20.5905 | 0 | 27.0905 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316701 | 201900 | -422680 | -206486 | -24400 | -581879 |
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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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