Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1318893.8021 | 1394771.978 | -75878.1759 | 72791.061 | 981227.4627 | -908436.4017 |
Total P&L (%) | 1318.8938 | 1394.772 | -75.8782 | 72.7911 | 981.2275 | -908.4364 |
Avg Daily Profit (%) | 0.7218 | 0.7633 | -0.0415 | 0.0299 | 0.1304 | 0 |
Buy And Hold Return (%) | 731.3175 | 731.3175 | 731.3175 | 731.3175 | 731.3175 | 731.3175 |
Max Trade Drawdown | -189964 | -159714 | -118330 | -1142538 | -841594 | -1058567 |
Profit Factor | 2.2046 | 3.181 | 0.8334 | 1.0151 | 1.3586 | 0.565 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 50.7246 | 50 | 51.4563 | 50.7246 | 50 | 51.4563 |
Ratio Avg Win / Avg Loss | 2.1416 | 3.181 | 0.7862 | 0.9861 | 1.3586 | 0.533 |
Largest Winning Trade | 1143284 | 1143284 | 46150 | 917213 | 917213 | 102546 |
Largest Losing Trade | -63298 | -63298 | -47064 | -383226 | -383226 | -351642 |
Avg Bars in Trades | 25 | 32 | 19 | 25 | 32 | 19 |
Avg Bars in Winners | 25 | 33 | 17 | 25 | 33 | 17 |
Avg Bars in Losers | 26 | 31 | 20 | 26 | 31 | 20 |
Bars Traded | 5360 | 3384 | 1975 | 5360 | 3384 | 1975 |
Profit Streak | 11.5517 | 28.5517 | 0 | 11.5517 | 28.5517 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380860 | 437575 | -580591 | -522183 | -76857 | -580591 |
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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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