Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689385.2324 | 861420.691 | -172035.4586 | -88070.8727 | 665641.5968 | -753712.4694 |
Total P&L (%) | 689.3852 | 861.4207 | -172.0355 | -88.0709 | 665.6416 | -753.7125 |
Avg Daily Profit (%) | 0.3677 | 0.4595 | -0.0918 | -0.1133 | 0.1086 | 0 |
Buy And Hold Return (%) | 248.9302 | 248.9302 | 248.9302 | 248.9302 | 248.9302 | 248.9302 |
Max Trade Drawdown | -283174 | -230105 | -189330 | -2037465 | -1561251 | -853330 |
Profit Factor | 1.5424 | 2.2037 | 0.6902 | 0.9801 | 1.2356 | 0.5317 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 43.8356 | 42.2018 | 45.4545 | 43.8356 | 42.2018 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9762 | 3.0182 | 0.8283 | 1.2558 | 1.6922 | 0.6381 |
Largest Winning Trade | 568585 | 568585 | 31706 | 1646274 | 1646274 | 125955 |
Largest Losing Trade | -60167 | -47505 | -60167 | -622778 | -622778 | -255568 |
Avg Bars in Trades | 99 | 131 | 68 | 99 | 131 | 68 |
Avg Bars in Winners | 112 | 160 | 68 | 112 | 160 | 68 |
Avg Bars in Losers | 89 | 110 | 67 | 89 | 110 | 67 |
Bars Traded | 21883 | 14384 | 7499 | 21883 | 14384 | 7499 |
Profit Streak | 0 | 43.4506 | 0 | 0 | 43.4506 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 272896 | 339758 | -582807 | -580362 | -52450 | -582807 |
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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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