Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228911.3291 | 1342009.7007 | -113098.3716 | -94740.2818 | -39883.597 | -54856.6848 |
Total P&L (%) | 1228.9113 | 1342.0097 | -113.0984 | -94.7403 | -39.8836 | -54.8567 |
Avg Daily Profit (%) | 0.6856 | 0.7487 | -0.0631 | -0.1642 | -0.0284 | -0.0444 |
Buy And Hold Return (%) | 463.9594 | 463.9594 | 463.9594 | 463.9594 | 463.9594 | 463.9594 |
Max Trade Drawdown | -373782 | -307979 | -123725 | -851948 | -826822 | -80389 |
Profit Factor | 2.2595 | 2.9324 | 0.5978 | 0.9249 | 0.959 | 0.8095 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 77 | 31 | 46 | 77 | 31 | 46 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 36.4929 | 29.5238 | 43.3962 | 36.4929 | 29.5238 | 43.3962 |
Ratio Avg Win / Avg Loss | 3.9322 | 6.9998 | 0.7797 | 1.6096 | 2.2893 | 1.0559 |
Largest Winning Trade | 1639766 | 1639766 | 11742 | 526154 | 526154 | 39567 |
Largest Losing Trade | -39027 | -34481 | -39027 | -176248 | -176248 | -34600 |
Avg Bars in Trades | 31 | 56 | 6 | 31 | 56 | 6 |
Avg Bars in Winners | 39 | 86 | 8 | 39 | 86 | 8 |
Avg Bars in Losers | 26 | 43 | 5 | 26 | 43 | 5 |
Bars Traded | 6609 | 5903 | 706 | 6609 | 5903 | 706 |
Profit Streak | 0 | 5.7585 | 0 | 0 | 5.7585 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321030 | 204143 | -583340 | -582148 | -587449 | -581673 |
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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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