Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423782.5159 | 402187.5662 | 21594.9496 | 506299.3824 | 727547.4422 | -221248.0597 |
Total P&L (%) | 423.7825 | 402.1876 | 21.595 | 506.2994 | 727.5474 | -221.2481 |
Avg Daily Profit (%) | 0.2312 | 0.2194 | 0.0118 | 0.0984 | 0.1154 | 0 |
Buy And Hold Return (%) | 91.1747 | 91.1747 | 91.1747 | 91.1747 | 91.1747 | 91.1747 |
Max Trade Drawdown | -169590 | -149438 | -63154 | -642853 | -600950 | -387922 |
Profit Factor | 1.531 | 1.8372 | 1.068 | 1.169 | 1.4131 | 0.8207 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Losing Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Profitability (%) | 61.4719 | 65.2174 | 57.7586 | 61.4719 | 65.2174 | 57.7586 |
Ratio Avg Win / Avg Loss | 0.9596 | 0.9798 | 0.7811 | 0.7327 | 0.7537 | 0.6002 |
Largest Winning Trade | 70769 | 70769 | 13510 | 221100 | 221100 | 55731 |
Largest Losing Trade | -52694 | -52694 | -31274 | -369392 | -369392 | -157011 |
Avg Bars in Trades | 90 | 161 | 18 | 90 | 161 | 18 |
Avg Bars in Winners | 57 | 89 | 21 | 57 | 89 | 21 |
Avg Bars in Losers | 142 | 296 | 15 | 142 | 296 | 15 |
Bars Traded | 20810 | 18613 | 2197 | 20810 | 18613 | 2197 |
Profit Streak | 0 | 71.3283 | 0 | 0 | 71.3283 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315576 | 356105 | -489265 | -95746 | -36223 | -579740 |
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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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