Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024265.4236 | 1084391.1958 | -60125.7722 | 213922.2501 | 1070247.3716 | -856325.1215 |
Total P&L (%) | 1024.2654 | 1084.3912 | -60.1258 | 213.9223 | 1070.2474 | -856.3251 |
Avg Daily Profit (%) | 0.565 | 0.5981 | -0.0332 | 0.0631 | 0.1358 | 0 |
Buy And Hold Return (%) | 524.1773 | 524.1773 | 524.1773 | 524.1773 | 524.1773 | 524.1773 |
Max Trade Drawdown | -164884 | -122721 | -103841 | -937425 | -640696 | -901537 |
Profit Factor | 1.86 | 2.7835 | 0.8969 | 1.0364 | 1.3569 | 0.7029 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 50 | 48.062 | 51.938 | 50 | 48.062 | 51.938 |
Ratio Avg Win / Avg Loss | 1.86 | 3.0079 | 0.8299 | 1.0364 | 1.4664 | 0.6505 |
Largest Winning Trade | 772895 | 772895 | 78084 | 774886 | 774886 | 385470 |
Largest Losing Trade | -48308 | -48308 | -35965 | -301138 | -301138 | -251779 |
Avg Bars in Trades | 83 | 74 | 93 | 83 | 74 | 93 |
Avg Bars in Winners | 87 | 81 | 92 | 87 | 81 | 92 |
Avg Bars in Losers | 80 | 68 | 93 | 80 | 68 | 93 |
Bars Traded | 21631 | 9624 | 12007 | 21631 | 9624 | 12007 |
Profit Streak | 3.4687 | 18.3854 | 0 | 3.4687 | 18.3854 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292742 | 389901 | -580738 | -454300 | -17035 | -580738 |
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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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