Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029645.4708 | 1115009.3743 | -85363.9035 | -39066.884 | 695910.8864 | -734977.7704 |
Total P&L (%) | 1029.6455 | 1115.0094 | -85.3639 | -39.0669 | 695.9109 | -734.9778 |
Avg Daily Profit (%) | 0.5715 | 0.6189 | -0.0474 | -0.0275 | 0.1152 | 0 |
Buy And Hold Return (%) | 268.5362 | 268.5362 | 268.5362 | 268.5362 | 268.5362 | 268.5362 |
Max Trade Drawdown | -138131 | -177379 | -177359 | -980136 | -480817 | -875760 |
Profit Factor | 1.9879 | 3.3518 | 0.8498 | 0.9838 | 1.7791 | 0.5166 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 48.2301 | 46.9027 | 49.5575 | 48.2301 | 46.9027 | 49.5575 |
Ratio Avg Win / Avg Loss | 2.1337 | 3.7945 | 0.8649 | 1.056 | 2.0141 | 0.5258 |
Largest Winning Trade | 976600 | 976600 | 55424 | 941078 | 941078 | 90190 |
Largest Losing Trade | -66175 | -31625 | -66175 | -640906 | -84051 | -640906 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Losers | 22 | 24 | 21 | 22 | 24 | 21 |
Bars Traded | 7031 | 3297 | 3734 | 7031 | 3297 | 3734 |
Profit Streak | 0 | 0 | 33.014 | 0 | 0 | 33.014 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472142 | 531362 | -580208 | -578616 | -40056 | -580208 |
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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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