Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035124.5812 | 1037533.8355 | -2409.2543 | 1072597.2492 | 1975524.1355 | -902926.8863 |
Total P&L (%) | 1035.1246 | 1037.5338 | -2.4093 | 1072.5972 | 1975.5241 | -902.9269 |
Avg Daily Profit (%) | 0.5672 | 0.5685 | -0.0013 | 0.135 | 0.1663 | 0 |
Buy And Hold Return (%) | 673.8416 | 673.8416 | 673.8416 | 673.8416 | 673.8416 | 673.8416 |
Max Trade Drawdown | -152653 | -93617 | -133514 | -2161398 | -1239486 | -1372226 |
Profit Factor | 2.1466 | 3.4025 | 0.9949 | 1.1295 | 1.491 | 0.788 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Losing Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Profitability (%) | 49.0476 | 54.2857 | 43.8095 | 49.0476 | 54.2857 | 43.8095 |
Ratio Avg Win / Avg Loss | 2.2299 | 2.8653 | 1.276 | 1.1734 | 1.2556 | 1.0107 |
Largest Winning Trade | 651429 | 651429 | 75435 | 1211818 | 1211818 | 524779 |
Largest Losing Trade | -44277 | -44277 | -36399 | -690759 | -376968 | -690759 |
Avg Bars in Trades | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Winners | 45 | 30 | 64 | 45 | 30 | 64 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 7117 | 2932 | 4185 | 7117 | 2932 | 4185 |
Profit Streak | 0 | 23.7088 | 0 | 0 | 23.7088 | 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 | 216249 | 351388 | -581793 | -99376 | 282712 | -581793 |
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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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