Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901210.0235 | 1236275.1556 | -335065.1321 | -99901.4193 | -23566.6874 | -76334.7318 |
Total P&L (%) | 901.21 | 1236.2752 | -335.0651 | -99.9014 | -23.5667 | -76.3347 |
Avg Daily Profit (%) | 0.3988 | 0.547 | -0.1483 | -0.3058 | -0.0119 | -0.0637 |
Buy And Hold Return (%) | 207.8652 | 207.8652 | 207.8652 | 207.8652 | 207.8652 | 207.8652 |
Max Trade Drawdown | -388333 | -132311 | -493355 | -177351 | -48757 | -140894 |
Profit Factor | 1.5308 | 2.6518 | 0.6471 | 0.6147 | 0.7856 | 0.4888 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 45.0704 | 46.729 | 43.3962 | 45.0704 | 46.729 | 43.3962 |
Ratio Avg Win / Avg Loss | 1.8657 | 3.0231 | 0.844 | 0.7491 | 0.8956 | 0.6376 |
Largest Winning Trade | 1288590 | 1288590 | 33349 | 55920 | 55920 | 14574 |
Largest Losing Trade | -82628 | -53767 | -82628 | -110810 | -26509 | -110810 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 4404 | 2278 | 2126 | 4404 | 2278 | 2126 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356170 | 507476 | -583340 | -581302 | -582041 | -583340 |
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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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