Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580937.7881 | 593497.2842 | -12559.496 | 279605.1948 | 921609.6743 | -642004.4796 |
Total P&L (%) | 580.9378 | 593.4973 | -12.5595 | 279.6052 | 921.6097 | -642.0045 |
Avg Daily Profit (%) | 0.3216 | 0.3285 | -0.007 | 0.0739 | 0.1287 | 0 |
Buy And Hold Return (%) | 170.1109 | 170.1109 | 170.1109 | 170.1109 | 170.1109 | 170.1109 |
Max Trade Drawdown | -176772 | -120042 | -111210 | -2853717 | -1939340 | -962654 |
Profit Factor | 1.6502 | 2.3655 | 0.9726 | 1.0438 | 1.2622 | 0.7767 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Losing Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Profitability (%) | 43.4783 | 47.5728 | 39.4231 | 43.4783 | 47.5728 | 39.4231 |
Ratio Avg Win / Avg Loss | 2.1453 | 2.6069 | 1.4945 | 1.3569 | 1.391 | 1.1935 |
Largest Winning Trade | 229249 | 229249 | 73563 | 1391724 | 1391724 | 387007 |
Largest Losing Trade | -33949 | -32226 | -33949 | -759107 | -759107 | -518348 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 84 | 74 | 95 | 84 | 74 | 95 |
Avg Bars in Losers | 24 | 19 | 28 | 24 | 19 | 28 |
Bars Traded | 10412 | 4670 | 5742 | 10412 | 4670 | 5742 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288262 | 350699 | -583501 | -277431 | -23179 | -583501 |
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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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