Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982425.9339 | 989492.1652 | -7066.2313 | 160092.07 | 180626.3897 | -20534.3197 |
Total P&L (%) | 982.4259 | 989.4922 | -7.0662 | 160.0921 | 180.6264 | -20.5343 |
Avg Daily Profit (%) | 0.5359 | 0.5398 | -0.0039 | 0.0522 | 0.0563 | -0.0125 |
Buy And Hold Return (%) | 213.1729 | 213.1729 | 213.1729 | 213.1729 | 213.1729 | 213.1729 |
Max Trade Drawdown | -193826 | -161265 | -64106 | -484794 | -457872 | -138729 |
Profit Factor | 2.4844 | 3.3208 | 0.97 | 1.112 | 1.1862 | 0.9554 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 43.6893 | 39.2157 | 48.0769 | 43.6893 | 39.2157 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.2022 | 5.1473 | 1.0476 | 1.4332 | 1.8386 | 1.0318 |
Largest Winning Trade | 915830 | 915830 | 23575 | 485949 | 485949 | 96109 |
Largest Losing Trade | -38191 | -38191 | -35113 | -122350 | -122350 | -62989 |
Avg Bars in Trades | 209 | 366 | 55 | 209 | 366 | 55 |
Avg Bars in Winners | 286 | 571 | 58 | 286 | 571 | 58 |
Avg Bars in Losers | 149 | 233 | 53 | 149 | 233 | 53 |
Bars Traded | 21577 | 18672 | 2905 | 21577 | 18672 | 2905 |
Profit Streak | 0 | 141.5867 | 0 | 0 | 141.5867 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424181 | -168038 | -759914 | -388596 | -481767 | -759914 |
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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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