Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622364.9019 | 659340.5391 | -36975.6373 | 49238.5531 | 511093.0008 | -461854.4477 |
Total P&L (%) | 622.3649 | 659.3405 | -36.9756 | 49.2386 | 511.093 | -461.8544 |
Avg Daily Profit (%) | 0.3378 | 0.3579 | -0.0201 | 0.0217 | 0.0983 | 0 |
Buy And Hold Return (%) | 186.3518 | 186.3518 | 186.3518 | 186.3518 | 186.3518 | 186.3518 |
Max Trade Drawdown | -194069 | -87748 | -143526 | -1669644 | -901809 | -1097248 |
Profit Factor | 1.6116 | 2.3844 | 0.9317 | 1.0075 | 1.1616 | 0.864 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 45.0216 | 44.8276 | 45.2174 | 45.0216 | 44.8276 | 45.2174 |
Ratio Avg Win / Avg Loss | 1.968 | 2.9347 | 1.1288 | 1.2303 | 1.4297 | 1.0468 |
Largest Winning Trade | 573936 | 573936 | 44091 | 780819 | 780819 | 300129 |
Largest Losing Trade | -36777 | -22624 | -36777 | -294156 | -294156 | -272635 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 7114 | 3419 | 3695 | 7114 | 3419 | 3695 |
Profit Streak | 0 | 0 | 58.5397 | 0 | 0 | 58.5397 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314270 | 335398 | -580241 | -542604 | -109377 | -580241 |
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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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