Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588703.2328 | 508358.4545 | 80344.7783 | 1586564.1313 | 2417725.1965 | -831161.0652 |
Total P&L (%) | 588.7032 | 508.3585 | 80.3448 | 1586.5641 | 2417.7252 | -831.1611 |
Avg Daily Profit (%) | 0.3131 | 0.2704 | 0.0427 | 0.1504 | 0.1717 | 0 |
Buy And Hold Return (%) | 165.6346 | 165.6346 | 165.6346 | 165.6346 | 165.6346 | 165.6346 |
Max Trade Drawdown | -123410 | -88794 | -61120 | -3107485 | -2117877 | -2070440 |
Profit Factor | 1.7841 | 2.1424 | 1.2627 | 1.1285 | 1.3546 | 0.8498 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 115 | 51 | 64 | 115 | 51 | 64 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 53.4884 | 47.6636 | 59.2593 | 53.4884 | 47.6636 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.5513 | 2.3524 | 0.8681 | 0.9813 | 1.4874 | 0.5842 |
Largest Winning Trade | 262514 | 262514 | 32712 | 1382559 | 1382559 | 307458 |
Largest Losing Trade | -30354 | -25846 | -30354 | -1271425 | -761845 | -1271425 |
Avg Bars in Trades | 25 | 39 | 11 | 25 | 39 | 11 |
Avg Bars in Winners | 29 | 53 | 11 | 29 | 53 | 11 |
Avg Bars in Losers | 20 | 27 | 11 | 20 | 27 | 11 |
Bars Traded | 5466 | 4260 | 1206 | 5466 | 4260 | 1206 |
Profit Streak | 0 | 36.0901 | 0 | 0 | 36.0901 | 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 | 418503 | 325088 | -302200 | -71418 | 272849 | -579566 |
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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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