Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643710.122 | 668419.7533 | -24709.6313 | 234544.8458 | 374846.0714 | -140301.2256 |
Total P&L (%) | 643.7101 | 668.4198 | -24.7096 | 234.5448 | 374.8461 | -140.3012 |
Avg Daily Profit (%) | 0.2962 | 0.3076 | -0.0114 | 0.0556 | 0.0717 | 0 |
Buy And Hold Return (%) | 212.2428 | 212.2428 | 212.2428 | 212.2428 | 212.2428 | 212.2428 |
Max Trade Drawdown | -139284 | -133935 | -41955 | -1821006 | -1752605 | -321736 |
Profit Factor | 1.6655 | 1.9639 | 0.9098 | 1.0279 | 1.0565 | 0.921 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Profitability (%) | 57.971 | 60.1942 | 55.7692 | 57.971 | 60.1942 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.2075 | 1.2987 | 0.7215 | 0.7452 | 0.6987 | 0.7304 |
Largest Winning Trade | 192030 | 192030 | 21195 | 838935 | 838935 | 188667 |
Largest Losing Trade | -70944 | -70944 | -41955 | -1113640 | -1113640 | -157817 |
Avg Bars in Trades | 60 | 114 | 7 | 60 | 114 | 7 |
Avg Bars in Winners | 42 | 76 | 6 | 42 | 76 | 6 |
Avg Bars in Losers | 85 | 170 | 8 | 85 | 170 | 8 |
Bars Traded | 12546 | 11742 | 804 | 12546 | 11742 | 804 |
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 | 357791 | 347040 | -580029 | -441178 | -264642 | -580029 |
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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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