Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717218.792 | 726273.1002 | -9054.3082 | 297592.204 | 1068786.4279 | -771194.2239 |
Total P&L (%) | 717.2188 | 726.2731 | -9.0543 | 297.5922 | 1068.7864 | -771.1942 |
Avg Daily Profit (%) | 0.3822 | 0.3871 | -0.0048 | 0.0736 | 0.1311 | 0 |
Buy And Hold Return (%) | 264.17 | 264.17 | 264.17 | 264.17 | 264.17 | 264.17 |
Max Trade Drawdown | -115966 | -112961 | -97745 | -1799336 | -1182963 | -1196440 |
Profit Factor | 1.7439 | 2.495 | 0.9811 | 1.0292 | 1.2085 | 0.8481 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 45.4976 | 45.283 | 45.7143 | 45.4976 | 45.283 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.0891 | 3.0147 | 1.165 | 1.2329 | 1.4602 | 1.0071 |
Largest Winning Trade | 505817 | 505817 | 54666 | 918668 | 918668 | 359809 |
Largest Losing Trade | -36833 | -25753 | -36833 | -809216 | -327537 | -809216 |
Avg Bars in Trades | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Winners | 37 | 29 | 45 | 37 | 29 | 45 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 5506 | 2323 | 3183 | 5506 | 2323 | 3183 |
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 | 330059 | 332263 | -581052 | -409918 | -22053 | -581052 |
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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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