Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045999.5037 | 1127458.9802 | -81459.4764 | 85227.6318 | 1012782.4861 | -927554.8543 |
Total P&L (%) | 1045.9995 | 1127.459 | -81.4595 | 85.2276 | 1012.7825 | -927.5549 |
Avg Daily Profit (%) | 0.5769 | 0.6219 | -0.0449 | 0.034 | 0.133 | 0 |
Buy And Hold Return (%) | 482.2155 | 482.2155 | 482.2155 | 482.2155 | 482.2155 | 482.2155 |
Max Trade Drawdown | -128143 | -89892 | -132448 | -772547 | -457752 | -949504 |
Profit Factor | 2.0873 | 3.4414 | 0.8372 | 1.0209 | 1.5499 | 0.5857 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 46.4455 | 45.283 | 47.619 | 46.4455 | 45.283 | 47.619 |
Ratio Avg Win / Avg Loss | 2.4068 | 4.1583 | 0.9209 | 1.1771 | 1.8728 | 0.6443 |
Largest Winning Trade | 758859 | 758859 | 73968 | 644855 | 644855 | 171297 |
Largest Losing Trade | -43946 | -29305 | -43946 | -359776 | -174945 | -359776 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 47 | 39 | 54 | 47 | 39 | 54 |
Avg Bars in Losers | 22 | 23 | 19 | 22 | 23 | 19 |
Bars Traded | 7113 | 3294 | 3819 | 7113 | 3294 | 3819 |
Profit Streak | 4.0403 | 11.5403 | 0 | 4.0403 | 11.5403 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324240 | 452652 | -581978 | -511256 | -19588 | -581978 |
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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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