Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290618.7617 | 1310723.9927 | -20105.231 | 484386.1826 | 1736970.5574 | -1252584.3748 |
Total P&L (%) | 1290.6188 | 1310.724 | -20.1052 | 484.3862 | 1736.9706 | -1252.5844 |
Avg Daily Profit (%) | 0.7113 | 0.7224 | -0.0111 | 0.0974 | 0.1606 | 0 |
Buy And Hold Return (%) | 578.887 | 578.887 | 578.887 | 578.887 | 578.887 | 578.887 |
Max Trade Drawdown | -145241 | -132855 | -80322 | -3509912 | -2248042 | -1738943 |
Profit Factor | 2.2535 | 3.409 | 0.9586 | 1.032 | 1.2051 | 0.812 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 40.1961 | 35.2941 | 45.098 | 40.1961 | 35.2941 | 45.098 |
Ratio Avg Win / Avg Loss | 3.3527 | 6.2499 | 1.167 | 1.5354 | 2.2093 | 0.9885 |
Largest Winning Trade | 937178 | 937178 | 62585 | 1802442 | 1802442 | 721375 |
Largest Losing Trade | -29452 | -25204 | -29452 | -547848 | -497162 | -547848 |
Avg Bars in Trades | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Winners | 77 | 77 | 76 | 77 | 77 | 76 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 10812 | 5152 | 5660 | 10812 | 5152 | 5660 |
Profit Streak | 0 | 7.953 | 0 | 0 | 7.953 | 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 | 309379 | 308473 | -581300 | -415732 | -121 | -582966 |
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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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