Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099443.3628 | 1075842.5814 | 23600.7813 | 1187057.1095 | 2550155.0328 | -1363097.9233 |
Total P&L (%) | 1099.4434 | 1075.8426 | 23.6008 | 1187.0571 | 2550.155 | -1363.0979 |
Avg Daily Profit (%) | 0.6063 | 0.5933 | 0.013 | 0.141 | 0.1809 | 0 |
Buy And Hold Return (%) | 484.186 | 484.186 | 484.186 | 484.186 | 484.186 | 484.186 |
Max Trade Drawdown | -165954 | -77382 | -111788 | -2787727 | -1752440 | -1487477 |
Profit Factor | 2.0853 | 3.0379 | 1.0486 | 1.1045 | 1.4732 | 0.7715 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 49.763 | 47.1698 | 52.381 | 49.763 | 47.1698 | 52.381 |
Ratio Avg Win / Avg Loss | 2.1051 | 3.4025 | 0.9533 | 1.1151 | 1.65 | 0.7014 |
Largest Winning Trade | 642195 | 642195 | 68437 | 1162360 | 1162360 | 515826 |
Largest Losing Trade | -38208 | -38208 | -37903 | -834253 | -459331 | -834253 |
Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Winners | 31 | 32 | 31 | 31 | 32 | 31 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 5372 | 2749 | 2623 | 5372 | 2749 | 2623 |
Profit Streak | 4.089 | 7.089 | 0 | 4.089 | 7.089 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415585 | 409739 | -509601 | -112641 | 308187 | -580466 |
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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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