Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135783.9407 | 1156308.5196 | -20524.579 | 467893.6459 | 537499.309 | -69605.6631 |
Total P&L (%) | 1135.7839 | 1156.3085 | -20.5246 | 467.8936 | 537.4993 | -69.6057 |
Avg Daily Profit (%) | 0.6048 | 0.6157 | -0.0109 | 0.0925 | 0.0987 | -0.0634 |
Buy And Hold Return (%) | 532.4327 | 532.4327 | 532.4327 | 532.4327 | 532.4327 | 532.4327 |
Max Trade Drawdown | -139345 | -105570 | -184464 | -1422808 | -892670 | -717806 |
Profit Factor | 1.9818 | 3.1961 | 0.9674 | 1.0703 | 1.1703 | 0.9801 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Losing Trades | 222 | 112 | 110 | 222 | 112 | 110 |
Profitability (%) | 38.674 | 38.1215 | 39.2265 | 38.674 | 38.1215 | 39.2265 |
Ratio Avg Win / Avg Loss | 3.1426 | 5.1879 | 1.4988 | 1.6971 | 1.8995 | 1.5185 |
Largest Winning Trade | 605854 | 605854 | 55879 | 824360 | 824360 | 581925 |
Largest Losing Trade | -53413 | -21455 | -53413 | -245696 | -165438 | -245696 |
Avg Bars in Trades | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Winners | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 5528 | 2289 | 3239 | 5528 | 2289 | 3239 |
Profit Streak | 3.1548 | 9.4881 | 0 | 3.1548 | 9.4881 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 216908 | 328158 | -582630 | -380584 | -258605 | -581519 |
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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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