Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614024.037 | 681414.0374 | -67390.0004 | -1459435.211 | -689238.4707 | -770196.7403 |
Total P&L (%) | 614.024 | 681.414 | -67.39 | -1459.4352 | -689.2385 | -770.1967 |
Avg Daily Profit (%) | 0.2718 | 0.3016 | -0.0298 | 0 | 0 | 0 |
Buy And Hold Return (%) | 190.7527 | 190.7527 | 190.7527 | 190.7527 | 190.7527 | 190.7527 |
Max Trade Drawdown | -244965 | -87722 | -328123 | -2552749 | -1909052 | -1095194 |
Profit Factor | 1.4818 | 2.3125 | 0.9108 | 0.8545 | 0.8627 | 0.8462 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 96 | 48 | 48 | 111 | 58 | 53 |
Losing Trades | 107 | 54 | 53 | 92 | 44 | 48 |
Profitability (%) | 47.2906 | 47.0588 | 47.5248 | 54.6798 | 56.8627 | 52.4752 |
Ratio Avg Win / Avg Loss | 1.6516 | 2.6016 | 1.0057 | 0.7082 | 0.6545 | 0.7664 |
Largest Winning Trade | 165063 | 165063 | 66245 | 423615 | 402159 | 423615 |
Largest Losing Trade | -164043 | -32683 | -164043 | -979292 | -979292 | -654917 |
Avg Bars in Trades | 64 | 47 | 82 | 64 | 47 | 82 |
Avg Bars in Winners | 75 | 51 | 99 | 56 | 43 | 71 |
Avg Bars in Losers | 55 | 43 | 66 | 74 | 52 | 94 |
Bars Traded | 13146 | 4854 | 8293 | 13146 | 4854 | 8293 |
Profit Streak | 0 | 0 | 11.2568 | 6.9234 | 77.4234 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289790 | 334119 | -579722 | -578423 | -578752 | -580742 |
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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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