Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600360.5169 | 641828.3931 | -41467.8763 | 78827.9083 | 1533946.4129 | -1455118.5047 |
Total P&L (%) | 600.3605 | 641.8284 | -41.4679 | 78.8279 | 1533.9464 | -1455.1185 |
Avg Daily Profit (%) | 0.3309 | 0.3538 | -0.0229 | 0.032 | 0.1541 | 0 |
Buy And Hold Return (%) | 226.8102 | 226.8102 | 226.8102 | 226.8102 | 226.8102 | 226.8102 |
Max Trade Drawdown | -259215 | -153626 | -129377 | -3616714 | -2119508 | -1827577 |
Profit Factor | 1.6031 | 2.299 | 0.9173 | 1.0089 | 1.3593 | 0.6799 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 46.7742 | 44.086 | 49.4624 | 46.7742 | 44.086 | 49.4624 |
Ratio Avg Win / Avg Loss | 1.8242 | 2.9158 | 0.9372 | 1.1481 | 1.724 | 0.6946 |
Largest Winning Trade | 311878 | 311878 | 69983 | 1866474 | 1866474 | 472121 |
Largest Losing Trade | -47550 | -47550 | -36164 | -997826 | -969024 | -997826 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 5348 | 2566 | 2782 | 5348 | 2566 | 2782 |
Profit Streak | 21.0695 | 32.7362 | 0 | 21.0695 | 32.7362 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335337 | 312467 | -581015 | -526002 | 261271 | -581015 |
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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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