Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300694.9923 | 300028.68 | 666.3123 | 41014.6085 | 453973.3085 | -412958.7 |
Total P&L (%) | 300.695 | 300.0287 | 0.6663 | 41.0146 | 453.9733 | -412.9587 |
Avg Daily Profit (%) | 0.2462 | 0.2457 | 0.0005 | 0.0281 | 0.1403 | 0 |
Buy And Hold Return (%) | 57.5541 | 57.5541 | 57.5541 | 57.5541 | 57.5541 | 57.5541 |
Max Trade Drawdown | -191230 | -125861 | -142071 | -1351963 | -752954 | -890028 |
Profit Factor | 1.3584 | 1.6543 | 1.0018 | 1.0113 | 1.2548 | 0.7772 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 47.032 | 43.6364 | 50.4587 | 47.032 | 43.6364 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.5299 | 2.1369 | 0.9835 | 1.1389 | 1.6207 | 0.763 |
Largest Winning Trade | 179957 | 179957 | 30976 | 918236 | 918236 | 236137 |
Largest Losing Trade | -30304 | -27988 | -30304 | -345794 | -345794 | -267252 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 7121 | 3787 | 3334 | 7121 | 3787 | 3334 |
Profit Streak | 0 | 0 | 32.2855 | 0 | 0 | 32.2855 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301549 | 259808 | -576873 | -529181 | -7598 | -579529 |
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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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