Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661179.347 | 706992.2595 | -45812.9125 | -8221.5881 | 156627.3435 | -164848.9316 |
Total P&L (%) | 661.1793 | 706.9923 | -45.8129 | -8.2216 | 156.6273 | -164.8489 |
Avg Daily Profit (%) | 0.3598 | 0.3847 | -0.0249 | -0.0047 | 0.0513 | 0 |
Buy And Hold Return (%) | 121.6306 | 121.6306 | 121.6306 | 121.6306 | 121.6306 | 121.6306 |
Max Trade Drawdown | -297602 | -198496 | -154783 | -569429 | -388258 | -241030 |
Profit Factor | 1.7863 | 2.5571 | 0.8816 | 0.9913 | 1.2829 | 0.5845 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 41.0628 | 39.4231 | 42.7184 | 41.0628 | 39.4231 | 42.7184 |
Ratio Avg Win / Avg Loss | 2.5639 | 3.9293 | 1.1821 | 1.4229 | 1.9713 | 0.7837 |
Largest Winning Trade | 674661 | 674661 | 50269 | 506889 | 506889 | 29045 |
Largest Losing Trade | -38316 | -36447 | -38316 | -125018 | -125018 | -105581 |
Avg Bars in Trades | 52 | 74 | 30 | 52 | 74 | 30 |
Avg Bars in Winners | 78 | 130 | 29 | 78 | 130 | 29 |
Avg Bars in Losers | 34 | 37 | 30 | 34 | 37 | 30 |
Bars Traded | 10860 | 7731 | 3129 | 10860 | 7731 | 3129 |
Profit Streak | 0 | 0 | 15.4825 | 0 | 0 | 15.4825 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336831 | 335149 | -581151 | -581503 | -203976 | -582818 |
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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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