Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857863.0086 | 847281.9004 | 10581.1082 | 434262.0604 | 1028514.9044 | -594252.844 |
Total P&L (%) | 857.863 | 847.2819 | 10.5811 | 434.2621 | 1028.5149 | -594.2528 |
Avg Daily Profit (%) | 0.4118 | 0.4067 | 0.0051 | 0.0805 | 0.1164 | 0 |
Buy And Hold Return (%) | 52.2222 | 52.2222 | 52.2222 | 52.2222 | 52.2222 | 52.2222 |
Max Trade Drawdown | -208426 | -142695 | -180033 | -5113624 | -3391247 | -1722376 |
Profit Factor | 1.803 | 2.6503 | 1.0191 | 1.04 | 1.1742 | 0.8801 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 35.0877 | 31.7647 | 38.3721 | 35.0877 | 31.7647 | 38.3721 |
Ratio Avg Win / Avg Loss | 3.3356 | 5.6933 | 1.6367 | 1.924 | 2.5225 | 1.4134 |
Largest Winning Trade | 438595 | 438595 | 83459 | 3208933 | 3208933 | 653799 |
Largest Losing Trade | -42221 | -42221 | -35841 | -1011045 | -1011045 | -873418 |
Avg Bars in Trades | 144 | 134 | 153 | 144 | 134 | 153 |
Avg Bars in Winners | 264 | 252 | 273 | 264 | 252 | 273 |
Avg Bars in Losers | 79 | 79 | 78 | 79 | 79 | 78 |
Bars Traded | 24638 | 11418 | 13220 | 24638 | 11418 | 13220 |
Profit Streak | 17.6006 | 0 | 19.6006 | 17.6006 | 0 | 19.6006 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321531 | 267889 | -554541 | -265271 | -72357 | -583400 |
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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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