Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025983.5412 | 1103126.3755 | -77142.8344 | 168052.8074 | 921509.3888 | -753456.5814 |
Total P&L (%) | 1025.9835 | 1103.1264 | -77.1428 | 168.0528 | 921.5094 | -753.4566 |
Avg Daily Profit (%) | 0.5594 | 0.6015 | -0.0421 | 0.0538 | 0.1268 | 0 |
Buy And Hold Return (%) | 631.8945 | 631.8945 | 631.8945 | 631.8945 | 631.8945 | 631.8945 |
Max Trade Drawdown | -158830 | -78488 | -167719 | -769838 | -452525 | -874566 |
Profit Factor | 2.0554 | 3.5288 | 0.856 | 1.0447 | 1.5644 | 0.6458 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Profitability (%) | 46.2264 | 48.1132 | 44.3396 | 46.2264 | 48.1132 | 44.3396 |
Ratio Avg Win / Avg Loss | 2.391 | 3.8056 | 1.0746 | 1.2153 | 1.6871 | 0.8107 |
Largest Winning Trade | 733489 | 733489 | 73336 | 588332 | 588332 | 176097 |
Largest Losing Trade | -36916 | -36916 | -34209 | -216780 | -216780 | -178893 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 46 | 37 | 57 | 46 | 37 | 57 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 7177 | 3318 | 3859 | 7177 | 3318 | 3859 |
Profit Streak | 20.5803 | 32.5803 | 0 | 20.5803 | 32.5803 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 209332 | 361719 | -581584 | -458045 | -43264 | -583251 |
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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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