Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447344.1279 | 396084.2668 | 51259.8611 | 419926.2047 | -553416.5342 | 973342.7389 |
Total P&L (%) | 447.3441 | 396.0843 | 51.2599 | 419.9262 | -553.4165 | 973.3427 |
Avg Daily Profit (%) | 0.2409 | 0.2133 | 0.0276 | 0.0888 | 0 | 0.1279 |
Buy And Hold Return (%) | 94.0319 | 94.0319 | 94.0319 | 94.0319 | 94.0319 | 94.0319 |
Max Trade Drawdown | -161055 | -111305 | -80725 | -3308352 | -2302199 | -1053466 |
Profit Factor | 1.4626 | 1.9125 | 1.0962 | 1.0448 | 0.8902 | 1.2246 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 88 | 50 | 38 | 88 | 50 | 38 |
Losing Trades | 125 | 56 | 69 | 125 | 56 | 69 |
Profitability (%) | 41.3146 | 47.1698 | 35.514 | 41.3146 | 47.1698 | 35.514 |
Ratio Avg Win / Avg Loss | 2.0776 | 2.142 | 1.9904 | 1.4841 | 0.997 | 2.2237 |
Largest Winning Trade | 168459 | 168459 | 43480 | 1059031 | 720680 | 1059031 |
Largest Losing Trade | -31600 | -23716 | -31600 | -787334 | -787334 | -587042 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 26 | 19 | 35 | 26 | 19 | 35 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3538 | 1524 | 2014 | 3538 | 1524 | 2014 |
Profit Streak | 19.9894 | 39.4894 | 19.9894 | 19.9894 | 39.4894 | 19.9894 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276846 | 316256 | -440459 | -248355 | -581325 | -26207 |
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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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