Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055198.1418 | 1145891.0321 | -90692.8904 | 37188.7265 | 1261378.0789 | -1224189.3523 |
Total P&L (%) | 1055.1981 | 1145.891 | -90.6929 | 37.1887 | 1261.3781 | -1224.1894 |
Avg Daily Profit (%) | 0.5779 | 0.6275 | -0.0497 | 0.0173 | 0.1431 | 0 |
Buy And Hold Return (%) | 452.3674 | 452.3674 | 452.3674 | 452.3674 | 452.3674 | 452.3674 |
Max Trade Drawdown | -163318 | -116004 | -104758 | -1224400 | -689604 | -1247987 |
Profit Factor | 1.9598 | 3.0103 | 0.8287 | 1.0067 | 1.4733 | 0.5805 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 44.5378 | 43.6975 | 45.3782 | 44.5378 | 43.6975 | 45.3782 |
Ratio Avg Win / Avg Loss | 2.4405 | 3.8787 | 0.9975 | 1.2536 | 1.8983 | 0.6988 |
Largest Winning Trade | 758859 | 758859 | 67685 | 977453 | 977453 | 272326 |
Largest Losing Trade | -43946 | -25695 | -43946 | -597156 | -231096 | -597156 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 7218 | 3472 | 3746 | 7218 | 3472 | 3746 |
Profit Streak | 0 | 24.6861 | 0 | 0 | 24.6861 | 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 | 339834 | 451119 | -582813 | -549573 | -4023 | -582813 |
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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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