Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1010149.6604 | 1132371.0769 | -122221.4164 | -57563.65 | 233223.0654 | -290786.7154 |
Total P&L (%) | 1010.1497 | 1132.3711 | -122.2214 | -57.5637 | 233.2231 | -290.7867 |
Avg Daily Profit (%) | 0.5555 | 0.6227 | -0.0672 | -0.0471 | 0.0662 | 0 |
Buy And Hold Return (%) | 595.6767 | 595.6767 | 595.6767 | 595.6767 | 595.6767 | 595.6767 |
Max Trade Drawdown | -186130 | -96081 | -146009 | -758244 | -356029 | -508740 |
Profit Factor | 1.9203 | 3.3641 | 0.8024 | 0.9689 | 1.2441 | 0.6751 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 48 | 46.5909 | 49.4253 | 48 | 46.5909 | 49.4253 |
Ratio Avg Win / Avg Loss | 2.0803 | 3.8564 | 0.8211 | 1.0496 | 1.4261 | 0.6908 |
Largest Winning Trade | 798720 | 798720 | 69129 | 393629 | 393629 | 91553 |
Largest Losing Trade | -77093 | -51102 | -77093 | -311435 | -311435 | -293700 |
Avg Bars in Trades | 122 | 103 | 142 | 122 | 103 | 142 |
Avg Bars in Winners | 140 | 112 | 166 | 140 | 112 | 166 |
Avg Bars in Losers | 106 | 94 | 119 | 106 | 94 | 119 |
Bars Traded | 21493 | 9087 | 12406 | 21493 | 9087 | 12406 |
Profit Streak | 6.3573 | 20.7739 | 0 | 6.3573 | 20.7739 | 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 | 238922 | 372897 | -581323 | -578280 | -270732 | -581323 |
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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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