Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667808.6713 | 715567.5099 | -47758.8387 | 11999.2212 | 949257.4257 | -937258.2045 |
Total P&L (%) | 667.8087 | 715.5675 | -47.7588 | 11.9992 | 949.2574 | -937.2582 |
Avg Daily Profit (%) | 0.3686 | 0.3949 | -0.0264 | 0.0063 | 0.1298 | 0 |
Buy And Hold Return (%) | 302.7288 | 302.7288 | 302.7288 | 302.7288 | 302.7288 | 302.7288 |
Max Trade Drawdown | -204097 | -80926 | -134474 | -1268336 | -415611 | -975619 |
Profit Factor | 1.665 | 2.5547 | 0.9122 | 1.0037 | 1.6742 | 0.4849 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Losing Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Profitability (%) | 49.7268 | 54.3478 | 45.0549 | 49.7268 | 54.3478 | 45.0549 |
Ratio Avg Win / Avg Loss | 1.6833 | 2.146 | 1.1124 | 1.0147 | 1.4063 | 0.5913 |
Largest Winning Trade | 278027 | 278027 | 77054 | 970029 | 970029 | 106853 |
Largest Losing Trade | -84150 | -38323 | -84150 | -529283 | -218439 | -529283 |
Avg Bars in Trades | 116 | 95 | 138 | 116 | 95 | 138 |
Avg Bars in Winners | 135 | 103 | 174 | 135 | 103 | 174 |
Avg Bars in Losers | 98 | 85 | 109 | 98 | 85 | 109 |
Bars Traded | 21373 | 8778 | 12595 | 21373 | 8778 | 12595 |
Profit Streak | 0 | 0 | 17.5681 | 0 | 0 | 17.5681 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286864 | 373161 | -579868 | -565830 | -19974 | -581535 |
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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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