Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582205.2711 | 602723.2857 | -20518.0145 | -34078.7159 | -4389.2925 | -29689.4235 |
Total P&L (%) | 582.2053 | 602.7233 | -20.518 | -34.0787 | -4.3893 | -29.6894 |
Avg Daily Profit (%) | 0.3112 | 0.3221 | -0.011 | -0.0223 | -0.0024 | -0.0188 |
Buy And Hold Return (%) | 12.9714 | 12.9714 | 12.9714 | 12.9714 | 12.9714 | 12.9714 |
Max Trade Drawdown | -282221 | -209217 | -102573 | -2520933 | -2044200 | -527304 |
Profit Factor | 1.7267 | 2.2121 | 0.9325 | 0.9932 | 0.9987 | 0.9818 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 40.2844 | 33.3333 | 47.1698 | 40.2844 | 33.3333 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.5595 | 4.4243 | 1.0444 | 1.4722 | 1.9974 | 1.0996 |
Largest Winning Trade | 672697 | 672697 | 46221 | 1475882 | 1475882 | 258481 |
Largest Losing Trade | -29240 | -29240 | -21479 | -528737 | -528737 | -229268 |
Avg Bars in Trades | 33 | 45 | 21 | 33 | 45 | 21 |
Avg Bars in Winners | 40 | 70 | 19 | 40 | 70 | 19 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 7047 | 4817 | 2230 | 7047 | 4817 | 2230 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345126 | 235269 | -580206 | -581785 | -584756 | -580206 |
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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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