Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634749.4441 | 600427.6668 | 34321.7772 | 284752.5438 | 1079640.6862 | -794888.1424 |
Total P&L (%) | 634.7494 | 600.4277 | 34.3218 | 284.7525 | 1079.6407 | -794.8881 |
Avg Daily Profit (%) | 0.3923 | 0.3711 | 0.0212 | 0.0833 | 0.1526 | 0 |
Buy And Hold Return (%) | 23.8632 | 23.8632 | 23.8632 | 23.8632 | 23.8632 | 23.8632 |
Max Trade Drawdown | -234306 | -232645 | -94182 | -2078996 | -1252088 | -1400395 |
Profit Factor | 1.5641 | 1.9596 | 1.0687 | 1.0439 | 1.3395 | 0.7596 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 48.1132 | 45.283 | 50.9434 | 48.1132 | 45.283 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.6868 | 2.3679 | 1.0291 | 1.1258 | 1.6185 | 0.7315 |
Largest Winning Trade | 155357 | 155357 | 53068 | 1185445 | 1185445 | 363724 |
Largest Losing Trade | -46659 | -46025 | -46659 | -1010111 | -531467 | -1010111 |
Avg Bars in Trades | 90 | 91 | 88 | 90 | 91 | 88 |
Avg Bars in Winners | 114 | 125 | 103 | 114 | 125 | 103 |
Avg Bars in Losers | 67 | 63 | 72 | 67 | 63 | 72 |
Bars Traded | 19109 | 9718 | 9391 | 19109 | 9718 | 9391 |
Profit Streak | 0 | 0 | 502.8545 | 0 | 0 | 502.8545 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463180 | 400179 | -338474 | -253592 | 250660 | -580343 |
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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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