Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871974.1481 | 912170.5469 | -40196.3988 | 348657.7171 | 983180.6114 | -634522.8943 |
Total P&L (%) | 871.9741 | 912.1705 | -40.1964 | 348.6577 | 983.1806 | -634.5229 |
Avg Daily Profit (%) | 0.4814 | 0.5035 | -0.0222 | 0.0829 | 0.1316 | 0 |
Buy And Hold Return (%) | 505.7247 | 505.7247 | 505.7247 | 505.7247 | 505.7247 | 505.7247 |
Max Trade Drawdown | -137246 | -100798 | -145288 | -1163925 | -653520 | -740604 |
Profit Factor | 1.9218 | 3.0739 | 0.9206 | 1.0794 | 1.4802 | 0.7294 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Losing Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Profitability (%) | 47.4178 | 50.9434 | 43.9252 | 47.4178 | 50.9434 | 43.9252 |
Ratio Avg Win / Avg Loss | 2.1311 | 2.9601 | 1.1752 | 1.1969 | 1.4254 | 0.9312 |
Largest Winning Trade | 651429 | 651429 | 74734 | 688954 | 688954 | 215385 |
Largest Losing Trade | -40608 | -33422 | -40608 | -372590 | -185472 | -372590 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 44 | 31 | 60 | 44 | 31 | 60 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 7085 | 2925 | 4160 | 7085 | 2925 | 4160 |
Profit Streak | 0 | 10.0755 | 0 | 0 | 10.0755 | 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 | 197098 | 327496 | -581743 | -381151 | -22200 | -583409 |
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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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