Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762451.6448 | 955315.3465 | -192863.7017 | -91170.9139 | 70554.9915 | -161725.9054 |
Total P&L (%) | 762.4516 | 955.3153 | -192.8637 | -91.1709 | 70.555 | -161.7259 |
Avg Daily Profit (%) | 0.3048 | 0.3819 | -0.0771 | -0.097 | 0.0213 | 0 |
Buy And Hold Return (%) | 330.2072 | 330.2072 | 330.2072 | 330.2072 | 330.2072 | 330.2072 |
Max Trade Drawdown | -249222 | -154889 | -191171 | -260707 | -171664 | -160203 |
Profit Factor | 1.7884 | 2.7747 | 0.5502 | 0.8379 | 1.2243 | 0.348 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Profitability (%) | 41.4414 | 39.6396 | 43.2432 | 41.4414 | 39.6396 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.527 | 4.2251 | 0.7222 | 1.1841 | 1.8643 | 0.4568 |
Largest Winning Trade | 1098052 | 1098052 | 30224 | 227049 | 227049 | 14087 |
Largest Losing Trade | -53318 | -38498 | -53318 | -101106 | -101106 | -81256 |
Avg Bars in Trades | 43 | 55 | 31 | 43 | 55 | 31 |
Avg Bars in Winners | 61 | 86 | 38 | 61 | 86 | 38 |
Avg Bars in Losers | 31 | 35 | 26 | 31 | 35 | 26 |
Bars Traded | 9710 | 6172 | 3538 | 9710 | 6172 | 3538 |
Profit Streak | 83.3984 | 100.8984 | 0 | 83.3984 | 100.8984 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 211959 | 314978 | -583664 | -580719 | -332326 | -583664 |
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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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