Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509708.607 | 579399.1249 | -69690.5179 | -14492.5001 | 1128751.999 | -1143244.4991 |
Total P&L (%) | 509.7086 | 579.3991 | -69.6905 | -14.4925 | 1128.752 | -1143.2445 |
Avg Daily Profit (%) | 0.2793 | 0.3174 | -0.0382 | -0.0086 | 0.1375 | 0 |
Buy And Hold Return (%) | 140.0855 | 140.0855 | 140.0855 | 140.0855 | 140.0855 | 140.0855 |
Max Trade Drawdown | -212564 | -114409 | -130798 | -1009827 | -457162 | -1151808 |
Profit Factor | 1.5125 | 2.334 | 0.8756 | 0.9964 | 1.7006 | 0.5354 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 45.2261 | 41.4141 | 49 | 45.2261 | 41.4141 | 49 |
Ratio Avg Win / Avg Loss | 1.8318 | 3.3017 | 0.9113 | 1.2068 | 2.4058 | 0.5572 |
Largest Winning Trade | 236377 | 236377 | 65491 | 661262 | 661262 | 138253 |
Largest Losing Trade | -62636 | -37190 | -62636 | -573661 | -158845 | -573661 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 54 | 50 | 56 | 54 | 50 | 56 |
Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
Bars Traded | 7033 | 3239 | 3795 | 7033 | 3239 | 3795 |
Profit Streak | 0 | 14.3663 | 0 | 0 | 14.3663 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282623 | 300540 | -581454 | -579925 | -8827 | -581454 |
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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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