Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563757.7329 | 656138.5861 | -92380.8532 | -48673.5619 | 73409.0615 | -122082.6234 |
Total P&L (%) | 563.7577 | 656.1386 | -92.3809 | -48.6736 | 73.4091 | -122.0826 |
Avg Daily Profit (%) | 0.3064 | 0.3566 | -0.0502 | -0.0362 | 0.0299 | 0 |
Buy And Hold Return (%) | 150.6901 | 150.6901 | 150.6901 | 150.6901 | 150.6901 | 150.6901 |
Max Trade Drawdown | -198267 | -132744 | -151838 | -564829 | -418864 | -354358 |
Profit Factor | 1.7114 | 2.7085 | 0.7738 | 0.9706 | 1.0883 | 0.8522 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 42.5837 | 41.9048 | 43.2692 | 42.5837 | 41.9048 | 43.2692 |
Ratio Avg Win / Avg Loss | 2.3074 | 3.7549 | 1.0146 | 1.3087 | 1.5088 | 1.1173 |
Largest Winning Trade | 718765 | 718765 | 42771 | 465802 | 465802 | 170212 |
Largest Losing Trade | -35466 | -23153 | -35466 | -134957 | -81903 | -134957 |
Avg Bars in Trades | 50 | 47 | 54 | 50 | 47 | 54 |
Avg Bars in Winners | 83 | 71 | 95 | 83 | 71 | 95 |
Avg Bars in Losers | 26 | 29 | 23 | 26 | 29 | 23 |
Bars Traded | 10643 | 4948 | 5695 | 10643 | 4948 | 5695 |
Profit Streak | 0 | 0 | 18.8666 | 0 | 0 | 18.8666 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286133 | 331699 | -581445 | -580901 | -444398 | -581445 |
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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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