Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029689.1994 | 1028616.8371 | 1072.3623 | 1073753.2162 | 2085994.5512 | -1012241.335 |
Total P&L (%) | 1029.6892 | 1028.6168 | 1.0724 | 1073.7532 | 2085.9946 | -1012.2413 |
Avg Daily Profit (%) | 0.5676 | 0.567 | 0.0006 | 0.1359 | 0.1702 | 0 |
Buy And Hold Return (%) | 552.3306 | 552.3306 | 552.3306 | 552.3306 | 552.3306 | 552.3306 |
Max Trade Drawdown | -131600 | -84787 | -119084 | -2171946 | -1304607 | -1438259 |
Profit Factor | 2.1578 | 3.4562 | 1.0023 | 1.1173 | 1.4703 | 0.7854 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Losing Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Profitability (%) | 49.0099 | 52.4752 | 45.5446 | 49.0099 | 52.4752 | 45.5446 |
Ratio Avg Win / Avg Loss | 2.245 | 3.1301 | 1.1984 | 1.1625 | 1.3316 | 0.9391 |
Largest Winning Trade | 651429 | 651429 | 74734 | 1319819 | 1319819 | 556757 |
Largest Losing Trade | -42568 | -42568 | -36399 | -701671 | -391596 | -701671 |
Avg Bars in Trades | 35 | 28 | 41 | 35 | 28 | 41 |
Avg Bars in Winners | 47 | 32 | 65 | 47 | 32 | 65 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 7082 | 2912 | 4170 | 7082 | 2912 | 4170 |
Profit Streak | 0 | 12.7305 | 0 | 0 | 12.7305 | 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 | 293879 | 392564 | -577834 | -109319 | 266858 | -582795 |
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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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