Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365356.5111 | 453802.5152 | -88446.0041 | -71915.3467 | 1474683.3175 | -1546598.6642 |
Total P&L (%) | 365.3565 | 453.8025 | -88.446 | -71.9153 | 1474.6833 | -1546.5987 |
Avg Daily Profit (%) | 0.1965 | 0.2441 | -0.0476 | -0.0683 | 0.1484 | 0 |
Buy And Hold Return (%) | 49.6696 | 49.6696 | 49.6696 | 49.6696 | 49.6696 | 49.6696 |
Max Trade Drawdown | -363008 | -265069 | -151643 | -3927997 | -3022274 | -2838249 |
Profit Factor | 1.3503 | 1.7556 | 0.8 | 0.9917 | 1.3299 | 0.6308 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 49.0654 | 43.9252 | 54.2056 | 49.0654 | 43.9252 | 54.2056 |
Ratio Avg Win / Avg Loss | 1.4018 | 2.2412 | 0.6759 | 1.0295 | 1.6977 | 0.5329 |
Largest Winning Trade | 398518 | 398518 | 26360 | 845923 | 845923 | 361321 |
Largest Losing Trade | -41958 | -41958 | -27461 | -1137844 | -1137844 | -1085718 |
Avg Bars in Trades | 17 | 19 | 14 | 17 | 19 | 14 |
Avg Bars in Winners | 18 | 23 | 14 | 18 | 23 | 14 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 3642 | 2106 | 1536 | 3642 | 2106 | 1536 |
Profit Streak | 0 | 20.4012 | 0 | 0 | 20.4012 | 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 | 324627 | 342963 | -580224 | -578076 | 181778 | -580224 |
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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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