Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403499.096 | 426592.3129 | -23093.2169 | 333970.9993 | 865988.9103 | -532017.911 |
Total P&L (%) | 403.4991 | 426.5923 | -23.0932 | 333.971 | 865.9889 | -532.0179 |
Avg Daily Profit (%) | 0.2211 | 0.2338 | -0.0127 | 0.0805 | 0.1244 | 0 |
Buy And Hold Return (%) | 161.2185 | 161.2185 | 161.2185 | 161.2185 | 161.2185 | 161.2185 |
Max Trade Drawdown | -117991 | -62155 | -172117 | -821699 | -421811 | -843706 |
Profit Factor | 1.4359 | 2.1081 | 0.9573 | 1.1048 | 1.6743 | 0.7204 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Losing Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Profitability (%) | 48.8263 | 54.2056 | 43.3962 | 48.8263 | 54.2056 | 43.3962 |
Ratio Avg Win / Avg Loss | 1.505 | 1.781 | 1.2486 | 1.1579 | 1.4145 | 0.9396 |
Largest Winning Trade | 73210 | 56123 | 73210 | 318385 | 220200 | 318385 |
Largest Losing Trade | -48201 | -26963 | -48201 | -515379 | -123313 | -515379 |
Avg Bars in Trades | 50 | 22 | 77 | 50 | 22 | 77 |
Avg Bars in Winners | 73 | 26 | 132 | 73 | 26 | 132 |
Avg Bars in Losers | 28 | 19 | 35 | 28 | 19 | 35 |
Bars Traded | 10663 | 2448 | 8215 | 10663 | 2448 | 8215 |
Profit Streak | 7.7651 | 17.0985 | 0 | 7.7651 | 17.0985 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273940 | 346201 | -581951 | -195832 | -24460 | -583618 |
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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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