Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810307.457 | 797080.6834 | 13226.7736 | 544951.4754 | 649590.1225 | -104638.6471 |
Total P&L (%) | 810.3075 | 797.0807 | 13.2268 | 544.9515 | 649.5901 | -104.6386 |
Avg Daily Profit (%) | 0.4471 | 0.4398 | 0.0073 | 0.1029 | 0.1112 | 0 |
Buy And Hold Return (%) | 327.0897 | 327.0897 | 327.0897 | 327.0897 | 327.0897 | 327.0897 |
Max Trade Drawdown | -109606 | -118896 | -39552 | -607201 | -547602 | -267736 |
Profit Factor | 1.9989 | 2.4629 | 1.0497 | 1.1644 | 1.2966 | 0.907 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 43.2432 | 38.0435 | 48.3871 | 43.2432 | 38.0435 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.6236 | 4.011 | 1.1196 | 1.5283 | 2.1115 | 0.9674 |
Largest Winning Trade | 579741 | 579741 | 16197 | 503115 | 503115 | 87097 |
Largest Losing Trade | -41281 | -41281 | -27254 | -166425 | -166425 | -145369 |
Avg Bars in Trades | 56 | 103 | 10 | 56 | 103 | 10 |
Avg Bars in Winners | 65 | 135 | 11 | 65 | 135 | 11 |
Avg Bars in Losers | 49 | 83 | 9 | 49 | 83 | 9 |
Bars Traded | 10489 | 9528 | 961 | 10489 | 9528 | 961 |
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 | 308965 | 210470 | -515400 | -104546 | -54877 | -581433 |
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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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