Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477576.9775 | 586443.8364 | -108866.8589 | -48655.8687 | 1424974.9772 | -1473630.8458 |
Total P&L (%) | 477.577 | 586.4438 | -108.8669 | -48.6559 | 1424.975 | -1473.6308 |
Avg Daily Profit (%) | 0.2202 | 0.2704 | -0.0502 | -0.0307 | 0.1257 | 0 |
Buy And Hold Return (%) | 207.4534 | 207.4534 | 207.4534 | 207.4534 | 207.4534 | 207.4534 |
Max Trade Drawdown | -316559 | -167156 | -222216 | -3848559 | -1932230 | -2903972 |
Profit Factor | 1.322 | 1.7494 | 0.8446 | 0.996 | 1.2169 | 0.7314 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 50.5618 | 48.8722 | 52.2388 | 50.5618 | 48.8722 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.2926 | 1.8302 | 0.7722 | 0.9738 | 1.2731 | 0.6687 |
Largest Winning Trade | 200087 | 200087 | 39333 | 1648047 | 1648047 | 705158 |
Largest Losing Trade | -58855 | -58855 | -56131 | -1400066 | -1092937 | -1400066 |
Avg Bars in Trades | 23 | 31 | 15 | 23 | 31 | 15 |
Avg Bars in Winners | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Losers | 23 | 33 | 13 | 23 | 33 | 13 |
Bars Traded | 6294 | 4186 | 2108 | 6294 | 4186 | 2108 |
Profit Streak | 48.3075 | 48.3075 | 79.9742 | 48.3075 | 48.3075 | 79.9742 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231601 | 325462 | -578994 | -577481 | -24935 | -578994 |
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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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