Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647981.8725 | 739299.9826 | -91318.1101 | -31015.5461 | 252229.5893 | -283245.1354 |
Total P&L (%) | 647.9819 | 739.3 | -91.3181 | -31.0155 | 252.2296 | -283.2451 |
Avg Daily Profit (%) | 0.3507 | 0.4002 | -0.0494 | -0.0201 | 0.0682 | 0 |
Buy And Hold Return (%) | 138.8899 | 138.8899 | 138.8899 | 138.8899 | 138.8899 | 138.8899 |
Max Trade Drawdown | -138583 | -106061 | -113206 | -512783 | -361567 | -291999 |
Profit Factor | 1.6961 | 2.5525 | 0.7992 | 0.9869 | 1.2035 | 0.7474 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Profitability (%) | 39.267 | 38.5417 | 40 | 39.267 | 38.5417 | 40 |
Ratio Avg Win / Avg Loss | 2.6233 | 4.0701 | 1.1987 | 1.5263 | 1.9191 | 1.1211 |
Largest Winning Trade | 695258 | 695258 | 49195 | 467298 | 467298 | 113752 |
Largest Losing Trade | -33397 | -24423 | -33397 | -111914 | -111914 | -89685 |
Avg Bars in Trades | 55 | 53 | 58 | 55 | 53 | 58 |
Avg Bars in Winners | 84 | 81 | 86 | 84 | 81 | 86 |
Avg Bars in Losers | 37 | 34 | 39 | 37 | 34 | 39 |
Bars Traded | 10634 | 5093 | 5541 | 10634 | 5093 | 5541 |
Profit Streak | 0 | 0 | 44.2804 | 0 | 0 | 44.2804 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278467 | 314741 | -582746 | -581174 | -114170 | -582746 |
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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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