Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515411.0993 | 506477.3799 | 8933.7195 | 76932.1054 | 193620.7341 | -116688.6286 |
Total P&L (%) | 515.4111 | 506.4774 | 8.9337 | 76.9321 | 193.6207 | -116.6886 |
Avg Daily Profit (%) | 0.2777 | 0.2729 | 0.0048 | 0.0307 | 0.058 | 0 |
Buy And Hold Return (%) | 59.5141 | 59.5141 | 59.5141 | 59.5141 | 59.5141 | 59.5141 |
Max Trade Drawdown | -140951 | -100649 | -147391 | -1134625 | -845686 | -1040928 |
Profit Factor | 1.5057 | 2.0031 | 1.0174 | 1.0145 | 1.0721 | 0.9555 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
Profitability (%) | 41.4508 | 37.1134 | 45.8333 | 41.4508 | 37.1134 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.1268 | 3.3942 | 1.2023 | 1.433 | 1.8166 | 1.1292 |
Largest Winning Trade | 307071 | 307071 | 43319 | 439789 | 439789 | 327138 |
Largest Losing Trade | -38522 | -25756 | -38522 | -298728 | -298728 | -297707 |
Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Winners | 53 | 53 | 52 | 53 | 53 | 52 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 7265 | 3517 | 3748 | 7265 | 3517 | 3748 |
Profit Streak | 0 | 0 | 36.9603 | 0 | 0 | 36.9603 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318214 | 257754 | -554962 | -433438 | -263726 | -580485 |
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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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