Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111175.3313 | 1199462.7733 | -88287.442 | 29191.5869 | 200918.396 | -171726.8091 |
Total P&L (%) | 1111.1753 | 1199.4628 | -88.2874 | 29.1916 | 200.9184 | -171.7268 |
Avg Daily Profit (%) | 0.5121 | 0.5527 | -0.0407 | 0.0118 | 0.0508 | 0 |
Buy And Hold Return (%) | 485.9155 | 485.9155 | 485.9155 | 485.9155 | 485.9155 | 485.9155 |
Max Trade Drawdown | -204136 | -140042 | -223837 | -337396 | -255720 | -204098 |
Profit Factor | 2.1172 | 3.4797 | 0.8272 | 1.0219 | 1.3184 | 0.7552 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 38.4615 | 36.9369 | 40 | 38.4615 | 36.9369 | 40 |
Ratio Avg Win / Avg Loss | 3.3874 | 5.941 | 1.2408 | 1.6351 | 2.2509 | 1.1328 |
Largest Winning Trade | 944469 | 944469 | 57109 | 301705 | 301705 | 142022 |
Largest Losing Trade | -44915 | -33432 | -44915 | -81639 | -72926 | -81639 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 6154 | 3209 | 2945 | 6154 | 3209 | 2945 |
Profit Streak | 0 | 0 | 42.1738 | 0 | 0 | 42.1738 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241251 | 319735 | -581996 | -541216 | -294629 | -581996 |
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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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