Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405118.8939 | 1470473.4736 | -65354.5797 | 165580.2643 | 1169030.3965 | -1003450.1322 |
Total P&L (%) | 1405.1189 | 1470.4735 | -65.3546 | 165.5803 | 1169.0304 | -1003.4501 |
Avg Daily Profit (%) | 0.7717 | 0.8076 | -0.0359 | 0.0537 | 0.1396 | 0 |
Buy And Hold Return (%) | 660.389 | 660.389 | 660.389 | 660.389 | 660.389 | 660.389 |
Max Trade Drawdown | -147494 | -133967 | -118656 | -1030736 | -718515 | -1023086 |
Profit Factor | 2.3668 | 3.6614 | 0.8625 | 1.0336 | 1.4419 | 0.561 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 39.3035 | 36 | 42.5743 | 39.3035 | 36 | 42.5743 |
Ratio Avg Win / Avg Loss | 3.6551 | 6.5091 | 1.1634 | 1.5962 | 2.5633 | 0.7567 |
Largest Winning Trade | 892613 | 892613 | 73915 | 914379 | 914379 | 200104 |
Largest Losing Trade | -34127 | -30651 | -34127 | -289006 | -289006 | -187735 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 58 | 53 | 62 | 58 | 53 | 62 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 7086 | 3320 | 3767 | 7086 | 3320 | 3767 |
Profit Streak | 0 | 18.935 | 0 | 0 | 18.935 | 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 | 298351 | 339702 | -582284 | -472627 | -17725 | -583950 |
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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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