Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217463.9103 | 1318539.5012 | -101075.5909 | -11049.381 | 172152.5178 | -183201.8988 |
Total P&L (%) | 1217.4639 | 1318.5395 | -101.0756 | -11.0494 | 172.1525 | -183.2019 |
Avg Daily Profit (%) | 0.6714 | 0.7271 | -0.0557 | -0.0065 | 0.0552 | 0 |
Buy And Hold Return (%) | 485.5274 | 485.5274 | 485.5274 | 485.5274 | 485.5274 | 485.5274 |
Max Trade Drawdown | -185751 | -136807 | -117369 | -1351696 | -1020699 | -557969 |
Profit Factor | 2.3607 | 3.3118 | 0.6884 | 0.9972 | 1.0643 | 0.8591 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 39.3665 | 33.6364 | 45.045 | 39.3665 | 33.6364 | 45.045 |
Ratio Avg Win / Avg Loss | 3.636 | 6.5342 | 0.8399 | 1.536 | 2.0997 | 1.0481 |
Largest Winning Trade | 825278 | 825278 | 57456 | 843071 | 843071 | 525697 |
Largest Losing Trade | -39949 | -39949 | -19757 | -328064 | -328064 | -133857 |
Avg Bars in Trades | 92 | 148 | 37 | 92 | 148 | 37 |
Avg Bars in Winners | 143 | 275 | 45 | 143 | 275 | 45 |
Avg Bars in Losers | 59 | 83 | 30 | 59 | 83 | 30 |
Bars Traded | 20406 | 16287 | 4119 | 20406 | 16287 | 4119 |
Profit Streak | 0 | 71.0171 | 0 | 0 | 71.0171 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361283 | 339990 | -582963 | -580978 | -439753 | -581297 |
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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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