Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039260.0134 | 1077039.7457 | -37779.7323 | 179949.2548 | 387398.9806 | -207449.7258 |
Total P&L (%) | 1039.26 | 1077.0397 | -37.7797 | 179.9493 | 387.399 | -207.4497 |
Avg Daily Profit (%) | 0.5731 | 0.5939 | -0.0208 | 0.0568 | 0.0874 | 0 |
Buy And Hold Return (%) | 542.1117 | 542.1117 | 542.1117 | 542.1117 | 542.1117 | 542.1117 |
Max Trade Drawdown | -151285 | -164311 | -77093 | -780129 | -773545 | -332136 |
Profit Factor | 2.2214 | 2.8266 | 0.8554 | 1.0635 | 1.196 | 0.7585 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 51.7413 | 50 | 53.4653 | 51.7413 | 50 | 53.4653 |
Ratio Avg Win / Avg Loss | 2.0719 | 2.8266 | 0.7445 | 0.9919 | 1.196 | 0.6602 |
Largest Winning Trade | 681632 | 681632 | 28474 | 477892 | 477892 | 67225 |
Largest Losing Trade | -52648 | -52648 | -22262 | -262497 | -262497 | -110447 |
Avg Bars in Trades | 105 | 185 | 25 | 105 | 185 | 25 |
Avg Bars in Winners | 111 | 201 | 28 | 111 | 201 | 28 |
Avg Bars in Losers | 98 | 170 | 23 | 98 | 170 | 23 |
Bars Traded | 21182 | 18563 | 2619 | 21182 | 18563 | 2619 |
Profit Streak | 75.0624 | 75.0624 | 90.5624 | 75.0624 | 75.0624 | 90.5624 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383863 | 363353 | -578975 | -432596 | -246686 | -578975 |
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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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