Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329585.2535 | 257243.0217 | 72342.2319 | 835579.6721 | 1117245.5819 | -281665.9098 |
Total P&L (%) | 329.5853 | 257.243 | 72.3422 | 835.5797 | 1117.2456 | -281.6659 |
Avg Daily Profit (%) | 0.3164 | 0.247 | 0.0694 | 0.2149 | 0.2402 | 0 |
Buy And Hold Return (%) | 145.2234 | 145.2234 | 145.2234 | 145.2234 | 145.2234 | 145.2234 |
Max Trade Drawdown | -79690 | -61625 | -54567 | -2217481 | -1385946 | -1210448 |
Profit Factor | 1.5833 | 1.844 | 1.278 | 1.1093 | 1.2748 | 0.9213 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 50.7042 | 51.8868 | 49.5327 | 50.7042 | 51.8868 | 49.5327 |
Ratio Avg Win / Avg Loss | 1.5393 | 1.7099 | 1.3021 | 1.0785 | 1.1821 | 0.9387 |
Largest Winning Trade | 69094 | 69094 | 24185 | 801769 | 801769 | 587202 |
Largest Losing Trade | -20556 | -16891 | -20556 | -485699 | -485699 | -450843 |
Avg Bars in Trades | 113 | 107 | 118 | 113 | 107 | 118 |
Avg Bars in Winners | 144 | 123 | 166 | 144 | 123 | 166 |
Avg Bars in Losers | 81 | 90 | 72 | 81 | 90 | 72 |
Bars Traded | 24138 | 11437 | 12701 | 24138 | 11437 | 12701 |
Profit Streak | 0 | 24.6639 | 0 | 0 | 24.6639 | 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 | 275621 | 130490 | -266488 | -91774 | 317785 | -581229 |
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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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