Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069270.2095 | 1116465.67 | -47195.4606 | 352995.7604 | 1376824.7226 | -1023828.9622 |
Total P&L (%) | 1069.2702 | 1116.4657 | -47.1955 | 352.9958 | 1376.8247 | -1023.829 |
Avg Daily Profit (%) | 0.587 | 0.6129 | -0.0259 | 0.083 | 0.1479 | 0 |
Buy And Hold Return (%) | 612.3915 | 612.3915 | 612.3915 | 612.3915 | 612.3915 | 612.3915 |
Max Trade Drawdown | -145394 | -78437 | -145269 | -1627230 | -915113 | -1144938 |
Profit Factor | 2.1418 | 3.6121 | 0.9073 | 1.0543 | 1.4661 | 0.7111 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 47.4419 | 46.729 | 48.1481 | 47.4419 | 46.729 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.3727 | 4.1178 | 0.9771 | 1.168 | 1.6714 | 0.7658 |
Largest Winning Trade | 733489 | 733489 | 73336 | 1269666 | 1269666 | 351550 |
Largest Losing Trade | -35544 | -35544 | -28178 | -412352 | -412352 | -217757 |
Avg Bars in Trades | 33 | 30 | 35 | 33 | 30 | 35 |
Avg Bars in Winners | 43 | 33 | 52 | 43 | 33 | 52 |
Avg Bars in Losers | 23 | 27 | 20 | 23 | 27 | 20 |
Bars Traded | 7101 | 3238 | 3863 | 7101 | 3238 | 3863 |
Profit Streak | 0 | 20.2033 | 0 | 0 | 20.2033 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250854 | 352710 | -581764 | -408597 | 48336 | -581764 |
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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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