Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473364.3988 | 469391.3566 | 3973.0422 | -2012085.303 | -297223.6902 | -1714861.6128 |
Total P&L (%) | 473.3644 | 469.3914 | 3.973 | -2012.0853 | -297.2237 | -1714.8616 |
Avg Daily Profit (%) | 0.2452 | 0.2431 | 0.0021 | 0 | 0 | 0 |
Buy And Hold Return (%) | 17.679 | 17.679 | 17.679 | 17.679 | 17.679 | 17.679 |
Max Trade Drawdown | -195926 | -99044 | -220879 | -2765494 | -804488 | -2171001 |
Profit Factor | 1.401 | 2.0002 | 1.0056 | 0.7234 | 0.8978 | 0.6074 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 112 | 46 | 66 | 127 | 72 | 55 |
Losing Trades | 119 | 70 | 49 | 104 | 44 | 60 |
Profitability (%) | 48.4848 | 39.6552 | 57.3913 | 54.9784 | 62.069 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.4886 | 3.0438 | 0.7466 | 0.5924 | 0.5486 | 0.6626 |
Largest Winning Trade | 139299 | 139299 | 54270 | 444952 | 198290 | 444952 |
Largest Losing Trade | -195926 | -29392 | -195926 | -503575 | -392281 | -503575 |
Avg Bars in Trades | 32 | 19 | 45 | 32 | 19 | 45 |
Avg Bars in Winners | 44 | 29 | 55 | 25 | 16 | 38 |
Avg Bars in Losers | 21 | 13 | 31 | 40 | 25 | 52 |
Bars Traded | 7542 | 2315 | 5227 | 7542 | 2315 | 5227 |
Profit Streak | 0 | 0 | 0 | 33.102 | 42.102 | 33.102 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335810 | 280777 | -571178 | -577474 | -577758 | -581330 |
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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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