Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994728.4398 | 1031504.7713 | -36776.3315 | 483552.1033 | 1063776.8735 | -580224.7701 |
Total P&L (%) | 994.7284 | 1031.5048 | -36.7763 | 483.5521 | 1063.7769 | -580.2248 |
Avg Daily Profit (%) | 0.5474 | 0.5676 | -0.0202 | 0.0971 | 0.1351 | 0 |
Buy And Hold Return (%) | 608.5413 | 608.5413 | 608.5413 | 608.5413 | 608.5413 | 608.5413 |
Max Trade Drawdown | -154819 | -93946 | -175514 | -509694 | -476118 | -671906 |
Profit Factor | 1.9676 | 3.0513 | 0.93 | 1.1178 | 1.5034 | 0.7087 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Losing Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Profitability (%) | 47.3684 | 51.7544 | 42.9825 | 47.3684 | 51.7544 | 42.9825 |
Ratio Avg Win / Avg Loss | 2.1862 | 2.8444 | 1.2336 | 1.242 | 1.4015 | 0.9402 |
Largest Winning Trade | 651429 | 651429 | 74785 | 438655 | 438655 | 221248 |
Largest Losing Trade | -44277 | -44277 | -36399 | -250456 | -250456 | -227442 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 40 | 26 | 56 | 40 | 26 | 56 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 7127 | 3003 | 4124 | 7127 | 3003 | 4124 |
Profit Streak | 0 | 15.7859 | 0 | 0 | 15.7859 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 201222 | 353727 | -582091 | -319886 | -17698 | -583758 |
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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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