Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122396.6511 | 1186306.1674 | -63909.5163 | 166422.4097 | 501338.0426 | -334915.633 |
Total P&L (%) | 1122.3967 | 1186.3062 | -63.9095 | 166.4224 | 501.338 | -334.9156 |
Avg Daily Profit (%) | 0.6218 | 0.6572 | -0.0354 | 0.0543 | 0.0994 | 0 |
Buy And Hold Return (%) | 595.4273 | 595.4273 | 595.4273 | 595.4273 | 595.4273 | 595.4273 |
Max Trade Drawdown | -160367 | -117973 | -64334 | -756713 | -522670 | -330048 |
Profit Factor | 2.5597 | 3.3532 | 0.7035 | 1.0845 | 1.372 | 0.4608 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 42.9268 | 41.1765 | 44.6602 | 42.9268 | 41.1765 | 44.6602 |
Ratio Avg Win / Avg Loss | 3.4032 | 4.7903 | 0.8717 | 1.4419 | 1.9599 | 0.571 |
Largest Winning Trade | 1095133 | 1095133 | 20686 | 782067 | 782067 | 29473 |
Largest Losing Trade | -36765 | -36765 | -20732 | -176946 | -162289 | -176946 |
Avg Bars in Trades | 101 | 193 | 10 | 101 | 193 | 10 |
Avg Bars in Winners | 156 | 316 | 10 | 156 | 316 | 10 |
Avg Bars in Losers | 60 | 107 | 11 | 60 | 107 | 11 |
Bars Traded | 20867 | 19764 | 1103 | 20867 | 19764 | 1103 |
Profit Streak | 0 | 94.9866 | 0 | 0 | 94.9866 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 258850 | 326240 | -582856 | -415413 | -226307 | -582856 |
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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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