Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075528.2714 | 1147210.0282 | -71681.7568 | 137091.5794 | 1084506.0472 | -947414.4678 |
Total P&L (%) | 1075.5283 | 1147.21 | -71.6818 | 137.0916 | 1084.506 | -947.4145 |
Avg Daily Profit (%) | 0.5914 | 0.6309 | -0.0394 | 0.0475 | 0.136 | 0 |
Buy And Hold Return (%) | 587.7953 | 587.7953 | 587.7953 | 587.7953 | 587.7953 | 587.7953 |
Max Trade Drawdown | -130085 | -91676 | -119569 | -963290 | -630679 | -960013 |
Profit Factor | 2.0966 | 3.4425 | 0.8597 | 1.0287 | 1.4986 | 0.6366 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 45.7547 | 45.283 | 46.2264 | 45.7547 | 45.283 | 46.2264 |
Ratio Avg Win / Avg Loss | 2.4857 | 4.1596 | 1.0001 | 1.2196 | 1.8108 | 0.7405 |
Largest Winning Trade | 758859 | 758859 | 73968 | 738034 | 738034 | 236990 |
Largest Losing Trade | -43946 | -27483 | -43946 | -376689 | -234454 | -376689 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 7117 | 3299 | 3819 | 7117 | 3299 | 3819 |
Profit Streak | 0 | 17.0149 | 0 | 0 | 17.0149 | 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 | 244981 | 361976 | -580850 | -484806 | -17576 | -582517 |
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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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