Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498504.233 | 533035.0279 | -34530.7948 | 4570.8874 | 779337.4214 | -774766.534 |
Total P&L (%) | 498.5042 | 533.035 | -34.5308 | 4.5709 | 779.3374 | -774.7665 |
Avg Daily Profit (%) | 0.2695 | 0.2881 | -0.0187 | 0.0024 | 0.1176 | 0 |
Buy And Hold Return (%) | 38.9744 | 38.9744 | 38.9744 | 38.9744 | 38.9744 | 38.9744 |
Max Trade Drawdown | -251514 | -173645 | -125574 | -3238915 | -1825706 | -2449247 |
Profit Factor | 1.5119 | 2.1123 | 0.9302 | 1.0005 | 1.1969 | 0.8513 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 43.4146 | 41.7476 | 45.098 | 43.4146 | 41.7476 | 45.098 |
Ratio Avg Win / Avg Loss | 1.9706 | 2.9474 | 1.1324 | 1.304 | 1.6701 | 1.0363 |
Largest Winning Trade | 314721 | 314721 | 66559 | 1007702 | 755784 | 1007702 |
Largest Losing Trade | -28037 | -28037 | -26216 | -803781 | -803781 | -473434 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5388 | 2389 | 2999 | 5388 | 2389 | 2999 |
Profit Streak | 0 | 0 | 35.4378 | 0 | 0 | 35.4378 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341804 | 345478 | -579518 | -576551 | -41672 | -579518 |
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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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