Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435682.3957 | 481703.4791 | -46021.0834 | -18986.5967 | 843576.8266 | -862563.4233 |
Total P&L (%) | 435.6824 | 481.7035 | -46.0211 | -18.9866 | 843.5768 | -862.5634 |
Avg Daily Profit (%) | 0.2351 | 0.2599 | -0.0248 | -0.0114 | 0.1212 | 0 |
Buy And Hold Return (%) | 38.118 | 38.118 | 38.118 | 38.118 | 38.118 | 38.118 |
Max Trade Drawdown | -203272 | -161907 | -125618 | -1189437 | -632800 | -1071566 |
Profit Factor | 1.4522 | 2.0175 | 0.9061 | 0.9949 | 1.5409 | 0.6001 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 42.9224 | 42.7273 | 43.1193 | 42.9224 | 42.7273 | 43.1193 |
Ratio Avg Win / Avg Loss | 1.9311 | 2.7044 | 1.1953 | 1.323 | 2.0655 | 0.7916 |
Largest Winning Trade | 298800 | 298800 | 63208 | 693689 | 693689 | 316364 |
Largest Losing Trade | -22935 | -22126 | -22935 | -218649 | -218649 | -187948 |
Avg Bars in Trades | 32 | 29 | 36 | 32 | 29 | 36 |
Avg Bars in Winners | 47 | 38 | 56 | 47 | 38 | 56 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 7181 | 3193 | 3987 | 7181 | 3193 | 3987 |
Profit Streak | 0 | 0 | 14.9 | 0 | 0 | 14.9 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303835 | 329592 | -581463 | -580717 | -30954 | -583130 |
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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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