Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845486.5678 | 1006827.4997 | -161340.9319 | -72398.614 | 80249.1296 | -152647.7436 |
Total P&L (%) | 845.4866 | 1006.8275 | -161.3409 | -72.3986 | 80.2491 | -152.6477 |
Avg Daily Profit (%) | 0.3898 | 0.4642 | -0.0744 | -0.0593 | 0.0272 | 0 |
Buy And Hold Return (%) | 415.9071 | 415.9071 | 415.9071 | 415.9071 | 415.9071 | 415.9071 |
Max Trade Drawdown | -195263 | -98874 | -231948 | -170001 | -77542 | -168470 |
Profit Factor | 1.7483 | 2.8805 | 0.7286 | 0.8805 | 1.2839 | 0.5276 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 45.4976 | 45.283 | 45.7143 | 45.4976 | 45.283 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.0943 | 3.4806 | 0.8652 | 1.0548 | 1.5513 | 0.6265 |
Largest Winning Trade | 890695 | 890695 | 62578 | 110305 | 110305 | 40270 |
Largest Losing Trade | -47213 | -37056 | -47213 | -56194 | -56194 | -43281 |
Avg Bars in Trades | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Winners | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 8385 | 3944 | 4441 | 8385 | 3944 | 4441 |
Profit Streak | 12.447 | 16.197 | 0 | 12.447 | 16.197 | 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 | 225892 | 366540 | -582719 | -579141 | -322794 | -582719 |
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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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