Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063075.0303 | 1062432.6542 | 642.376 | 552062.3864 | 273747.8114 | 278314.575 |
Total P&L (%) | 1063.075 | 1062.4327 | 0.6424 | 552.0624 | 273.7478 | 278.3146 |
Avg Daily Profit (%) | 0.5694 | 0.569 | 0.0003 | 0.1005 | 0.0706 | 0.0713 |
Buy And Hold Return (%) | 371.9577 | 371.9577 | 371.9577 | 371.9577 | 371.9577 | 371.9577 |
Max Trade Drawdown | -154026 | -83728 | -235435 | -770472 | -578298 | -415888 |
Profit Factor | 2.046 | 3.3048 | 1.0012 | 1.2087 | 1.2043 | 1.2133 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 37.9808 | 32.6923 | 43.2692 | 37.9808 | 32.6923 | 43.2692 |
Ratio Avg Win / Avg Loss | 3.3409 | 6.8041 | 1.3126 | 1.9738 | 2.4795 | 1.5908 |
Largest Winning Trade | 701992 | 701992 | 51105 | 723768 | 723768 | 466393 |
Largest Losing Trade | -50416 | -24937 | -50416 | -221456 | -109545 | -221456 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 87 | 71 | 100 | 87 | 71 | 100 |
Avg Bars in Losers | 32 | 35 | 28 | 32 | 35 | 28 |
Bars Traded | 11062 | 4897 | 6165 | 11062 | 4897 | 6165 |
Profit Streak | 21.3174 | 32.6508 | 0 | 21.3174 | 32.6508 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317229 | 280944 | -580274 | -75964 | -270261 | -265765 |
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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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