Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522707.7188 | 519205.5103 | 3502.2085 | 263630.192 | 749743.9832 | -486113.7912 |
Total P&L (%) | 522.7077 | 519.2055 | 3.5022 | 263.6302 | 749.744 | -486.1138 |
Avg Daily Profit (%) | 0.3231 | 0.3209 | 0.0022 | 0.0798 | 0.1323 | 0 |
Buy And Hold Return (%) | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 |
Max Trade Drawdown | -155965 | -176447 | -101369 | -2793653 | -2040011 | -1611657 |
Profit Factor | 1.5071 | 1.9116 | 1.0076 | 1.0266 | 1.1414 | 0.8943 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 39.4366 | 34.5794 | 44.3396 | 39.4366 | 34.5794 | 44.3396 |
Ratio Avg Win / Avg Loss | 2.3144 | 3.6166 | 1.2649 | 1.5766 | 2.1594 | 1.1226 |
Largest Winning Trade | 137531 | 137531 | 55682 | 1091941 | 1091941 | 854604 |
Largest Losing Trade | -39809 | -39809 | -32968 | -535389 | -502244 | -535389 |
Avg Bars in Trades | 88 | 90 | 87 | 88 | 90 | 87 |
Avg Bars in Winners | 136 | 159 | 117 | 136 | 159 | 117 |
Avg Bars in Losers | 58 | 53 | 63 | 58 | 53 | 63 |
Bars Traded | 18954 | 9665 | 9289 | 18954 | 9665 | 9289 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308049 | 231641 | -570346 | -279500 | -86106 | -581584 |
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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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