Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617513.9914 | 631185.4104 | -13671.419 | 173417.7629 | 221549.4515 | -48131.6886 |
Total P&L (%) | 617.514 | 631.1854 | -13.6714 | 173.4178 | 221.5495 | -48.1317 |
Avg Daily Profit (%) | 0.2731 | 0.2792 | -0.006 | 0.0445 | 0.0517 | -0.029 |
Buy And Hold Return (%) | 213.3949 | 213.3949 | 213.3949 | 213.3949 | 213.3949 | 213.3949 |
Max Trade Drawdown | -115996 | -66799 | -263697 | -719945 | -593992 | -446578 |
Profit Factor | 1.5052 | 2.3708 | 0.9821 | 1.062 | 1.1671 | 0.9672 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Profitability (%) | 48.5849 | 50.9434 | 46.2264 | 48.5849 | 50.9434 | 46.2264 |
Ratio Avg Win / Avg Loss | 1.5928 | 2.283 | 1.1424 | 1.1239 | 1.1239 | 1.1252 |
Largest Winning Trade | 116917 | 116917 | 57114 | 326990 | 326990 | 211783 |
Largest Losing Trade | -74800 | -38570 | -74800 | -290502 | -148804 | -290502 |
Avg Bars in Trades | 41 | 31 | 50 | 41 | 31 | 50 |
Avg Bars in Winners | 44 | 31 | 59 | 44 | 31 | 59 |
Avg Bars in Losers | 38 | 32 | 43 | 38 | 32 | 43 |
Bars Traded | 8741 | 3362 | 5379 | 8741 | 3362 | 5379 |
Profit Streak | 32.5525 | 0 | 38.5525 | 32.5525 | 0 | 38.5525 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324212 | 357551 | -580304 | -450438 | -314651 | -580304 |
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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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