Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527735.7421 | 459467.235 | 68268.5072 | 989426.2308 | 524996.2336 | 464429.9971 |
Total P&L (%) | 527.7357 | 459.4672 | 68.2685 | 989.4262 | 524.9962 | 464.43 |
Avg Daily Profit (%) | 0.3262 | 0.284 | 0.0422 | 0.1477 | 0.1133 | 0.107 |
Buy And Hold Return (%) | 22.6211 | 22.6211 | 22.6211 | 22.6211 | 22.6211 | 22.6211 |
Max Trade Drawdown | -103166 | -138457 | -108405 | -2586709 | -2554569 | -2454314 |
Profit Factor | 1.591 | 2.0853 | 1.1454 | 1.0821 | 1.0839 | 1.08 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 100 | 58 | 42 | 100 | 58 | 42 |
Losing Trades | 94 | 39 | 55 | 94 | 39 | 55 |
Profitability (%) | 51.5464 | 59.7938 | 43.299 | 51.5464 | 59.7938 | 43.299 |
Ratio Avg Win / Avg Loss | 1.4955 | 1.4022 | 1.4999 | 1.0171 | 0.7288 | 1.4144 |
Largest Winning Trade | 133094 | 133094 | 73081 | 1490877 | 1490877 | 1153378 |
Largest Losing Trade | -36459 | -36459 | -32864 | -905559 | -905559 | -727585 |
Avg Bars in Trades | 98 | 72 | 124 | 98 | 72 | 124 |
Avg Bars in Winners | 109 | 67 | 166 | 109 | 67 | 166 |
Avg Bars in Losers | 86 | 78 | 91 | 86 | 78 | 91 |
Bars Traded | 19056 | 7018 | 12038 | 19056 | 7018 | 12038 |
Profit Streak | 0 | 0 | 553.5581 | 0 | 0 | 553.5581 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439000 | 438002 | -202204 | -124493 | -170210 | -184529 |
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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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