Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031071.2776 | 1114573.1845 | -83501.9069 | 82743.6926 | 781029.1168 | -698285.4242 |
Total P&L (%) | 1031.0713 | 1114.5732 | -83.5019 | 82.7437 | 781.0291 | -698.2854 |
Avg Daily Profit (%) | 0.5669 | 0.6128 | -0.0459 | 0.0332 | 0.1197 | 0 |
Buy And Hold Return (%) | 613.8552 | 613.8552 | 613.8552 | 613.8552 | 613.8552 | 613.8552 |
Max Trade Drawdown | -162083 | -88928 | -153204 | -845181 | -494046 | -815909 |
Profit Factor | 2.0415 | 3.3887 | 0.8404 | 1.0218 | 1.4408 | 0.6551 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Profitability (%) | 45.7547 | 47.1698 | 44.3396 | 45.7547 | 47.1698 | 44.3396 |
Ratio Avg Win / Avg Loss | 2.4204 | 3.7953 | 1.055 | 1.2114 | 1.6137 | 0.8224 |
Largest Winning Trade | 733489 | 733489 | 73336 | 663101 | 663101 | 181782 |
Largest Losing Trade | -36916 | -36916 | -34209 | -204917 | -204917 | -162497 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 45 | 35 | 56 | 45 | 35 | 56 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 7117 | 3271 | 3847 | 7117 | 3271 | 3847 |
Profit Streak | 0 | 17.3331 | 0 | 0 | 17.3331 | 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 | 197585 | 346441 | -581584 | -511473 | -112077 | -583251 |
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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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