Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858706.0874 | 937364.2787 | -78658.1913 | 100880.5068 | 738414.1799 | -637533.6731 |
Total P&L (%) | 858.7061 | 937.3643 | -78.6582 | 100.8805 | 738.4142 | -637.5337 |
Avg Daily Profit (%) | 0.4734 | 0.5167 | -0.0434 | 0.0385 | 0.1173 | 0 |
Buy And Hold Return (%) | 558.2266 | 558.2266 | 558.2266 | 558.2266 | 558.2266 | 558.2266 |
Max Trade Drawdown | -155906 | -67615 | -167946 | -576272 | -294322 | -731340 |
Profit Factor | 1.9004 | 3.2868 | 0.8553 | 1.0369 | 1.6658 | 0.6068 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Losing Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Profitability (%) | 48.2051 | 52.5773 | 43.8776 | 48.2051 | 52.5773 | 43.8776 |
Ratio Avg Win / Avg Loss | 2.042 | 2.9646 | 1.094 | 1.1142 | 1.5025 | 0.7761 |
Largest Winning Trade | 528636 | 528636 | 77079 | 499675 | 499675 | 108432 |
Largest Losing Trade | -49451 | -41266 | -49451 | -202281 | -123054 | -202281 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 50 | 40 | 62 | 50 | 40 | 62 |
Avg Bars in Losers | 23 | 27 | 20 | 23 | 27 | 20 |
Bars Traded | 7153 | 3346 | 3807 | 7153 | 3346 | 3807 |
Profit Streak | 0 | 12.5237 | 0 | 0 | 12.5237 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 156179 | 328418 | -581785 | -486863 | -97085 | -583451 |
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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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