Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258382.5078 | 314980.021 | -56597.5132 | -66815.5224 | 1129957.1596 | -1196772.682 |
Total P&L (%) | 258.3825 | 314.98 | -56.5975 | -66.8155 | 1129.9572 | -1196.7727 |
Avg Daily Profit (%) | 0.137 | 0.167 | -0.03 | -0.0585 | 0.1332 | 0 |
Buy And Hold Return (%) | 14.5631 | 14.5631 | 14.5631 | 14.5631 | 14.5631 | 14.5631 |
Max Trade Drawdown | -299774 | -189917 | -168053 | -3368465 | -888769 | -2649299 |
Profit Factor | 1.167 | 1.4288 | 0.9303 | 0.9911 | 1.4178 | 0.7511 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 221 | 113 | 108 | 221 | 113 | 108 |
Losing Trades | 196 | 96 | 100 | 196 | 96 | 100 |
Profitability (%) | 52.9976 | 54.067 | 51.9231 | 52.9976 | 54.067 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.035 | 1.2139 | 0.8614 | 0.879 | 1.2045 | 0.6954 |
Largest Winning Trade | 120090 | 120090 | 38992 | 652246 | 652246 | 488550 |
Largest Losing Trade | -60557 | -37575 | -60557 | -2054917 | -246091 | -2054917 |
Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
Avg Bars in Winners | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Losers | 51 | 49 | 53 | 51 | 49 | 53 |
Bars Traded | 22496 | 10160 | 12336 | 22496 | 10160 | 12336 |
Profit Streak | 7.952 | 10.7854 | 7.952 | 7.952 | 10.7854 | 7.952 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42788 | 373388 | -579320 | -576651 | -11865 | -579320 |
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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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