Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699686.9601 | 739611.1985 | -39924.2384 | 118441.6419 | 91981.4781 | 26460.1638 |
Total P&L (%) | 699.687 | 739.6112 | -39.9242 | 118.4416 | 91.9815 | 26.4602 |
Avg Daily Profit (%) | 0.2799 | 0.2959 | -0.016 | 0.0313 | 0.0261 | 0.0094 |
Buy And Hold Return (%) | 283.2633 | 283.2633 | 283.2633 | 283.2633 | 283.2633 | 283.2633 |
Max Trade Drawdown | -127149 | -118150 | -58868 | -599204 | -582753 | -59181 |
Profit Factor | 1.8094 | 2.0396 | 0.7391 | 1.0551 | 1.0485 | 1.1048 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 108 | 48 | 60 | 108 | 48 | 60 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 48.6486 | 43.2432 | 54.0541 | 48.6486 | 43.2432 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.9099 | 2.677 | 0.6283 | 1.1138 | 1.3762 | 0.9391 |
Largest Winning Trade | 521634 | 521634 | 8787 | 549789 | 549789 | 32683 |
Largest Losing Trade | -37598 | -37598 | -16238 | -190674 | -190674 | -37719 |
Avg Bars in Trades | 44 | 85 | 2 | 44 | 85 | 2 |
Avg Bars in Winners | 53 | 116 | 2 | 53 | 116 | 2 |
Avg Bars in Losers | 35 | 62 | 2 | 35 | 62 | 2 |
Bars Traded | 9828 | 9517 | 311 | 9828 | 9517 | 311 |
Profit Streak | 0 | 93.0218 | 0 | 0 | 93.0218 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325241 | 264591 | -580233 | -476140 | -492872 | -452388 |
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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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