Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668884.2854 | 901792.2293 | -232907.9439 | -93933.7126 | 40774.7634 | -134708.476 |
Total P&L (%) | 668.8843 | 901.7922 | -232.9079 | -93.9337 | 40.7748 | -134.7085 |
Avg Daily Profit (%) | 0.3212 | 0.433 | -0.1118 | -0.1345 | 0.0164 | 0 |
Buy And Hold Return (%) | 311.5612 | 311.5612 | 311.5612 | 311.5612 | 311.5612 | 311.5612 |
Max Trade Drawdown | -287087 | -178157 | -180015 | -131307 | -79131 | -62853 |
Profit Factor | 1.6365 | 2.7857 | 0.5733 | 0.7047 | 1.2891 | 0.2391 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 43.8144 | 42.268 | 45.3608 | 43.8144 | 42.268 | 45.3608 |
Ratio Avg Win / Avg Loss | 2.0986 | 3.8048 | 0.6906 | 0.9037 | 1.7607 | 0.288 |
Largest Winning Trade | 815930 | 815930 | 35168 | 118730 | 118730 | 6146 |
Largest Losing Trade | -73903 | -40947 | -73903 | -73903 | -32497 | -73903 |
Avg Bars in Trades | 125 | 160 | 91 | 125 | 160 | 91 |
Avg Bars in Winners | 140 | 184 | 99 | 140 | 184 | 99 |
Avg Bars in Losers | 114 | 142 | 85 | 114 | 142 | 85 |
Bars Traded | 24442 | 15526 | 8916 | 24442 | 15526 | 8916 |
Profit Streak | 13.692 | 26.7753 | 0 | 13.692 | 26.7753 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 197017 | 354739 | -582877 | -581567 | -337846 | -582877 |
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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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