Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1688779.4929 | 1715461.6993 | -26682.2064 | 156456.4888 | 704429.5038 | -547973.015 |
Total P&L (%) | 1688.7795 | 1715.4617 | -26.6822 | 156.4565 | 704.4295 | -547.973 |
Avg Daily Profit (%) | 0.8106 | 0.8234 | -0.0128 | 0.0452 | 0.1001 | 0 |
Buy And Hold Return (%) | 545.3988 | 545.3988 | 545.3988 | 545.3988 | 545.3988 | 545.3988 |
Max Trade Drawdown | -203088 | -133309 | -192276 | -1796640 | -901388 | -1296146 |
Profit Factor | 2.597 | 4.2683 | 0.9499 | 1.0343 | 1.3572 | 0.7884 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 45.3202 | 40.5941 | 50 | 45.3202 | 40.5941 | 50 |
Ratio Avg Win / Avg Loss | 3.1334 | 6.2463 | 0.9499 | 1.2479 | 1.9862 | 0.7884 |
Largest Winning Trade | 1565080 | 1565080 | 49698 | 1043130 | 1043130 | 519466 |
Largest Losing Trade | -44611 | -34286 | -44611 | -537686 | -295090 | -537686 |
Avg Bars in Trades | 121 | 115 | 127 | 121 | 115 | 127 |
Avg Bars in Winners | 175 | 176 | 174 | 175 | 176 | 174 |
Avg Bars in Losers | 76 | 73 | 80 | 76 | 73 | 80 |
Bars Traded | 24663 | 11667 | 12996 | 24663 | 11667 | 12996 |
Profit Streak | 1.4505 | 0 | 6.6172 | 1.4505 | 0 | 6.6172 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424413 | 486716 | -580371 | -484409 | -136345 | -580371 |
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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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