Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062378.6229 | 1134067.1962 | -71688.5733 | 93946.016 | 1316647.102 | -1222701.086 |
Total P&L (%) | 1062.3786 | 1134.0672 | -71.6886 | 93.946 | 1316.6471 | -1222.7011 |
Avg Daily Profit (%) | 0.5864 | 0.626 | -0.0396 | 0.0366 | 0.1464 | 0 |
Buy And Hold Return (%) | 325.9783 | 325.9783 | 325.9783 | 325.9783 | 325.9783 | 325.9783 |
Max Trade Drawdown | -123524 | -117324 | -116332 | -1326429 | -584153 | -1252155 |
Profit Factor | 1.9904 | 3.0857 | 0.8645 | 1.0183 | 1.5763 | 0.5705 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 45.2991 | 41.8803 | 48.7179 | 45.2991 | 41.8803 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.4035 | 4.2821 | 0.91 | 1.2297 | 2.1875 | 0.6006 |
Largest Winning Trade | 736295 | 736295 | 68534 | 1087488 | 1087488 | 255485 |
Largest Losing Trade | -46134 | -25164 | -46134 | -698888 | -187094 | -698888 |
Avg Bars in Trades | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Winners | 40 | 36 | 43 | 40 | 36 | 43 |
Avg Bars in Losers | 22 | 25 | 18 | 22 | 25 | 18 |
Bars Traded | 7108 | 3490 | 3618 | 7108 | 3490 | 3618 |
Profit Streak | 0 | 10.3805 | 0 | 0 | 10.3805 | 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 | 418946 | 447112 | -581519 | -510818 | 38465 | -581519 |
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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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