Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511349.8807 | 626281.2455 | -114931.3648 | -104764.1795 | 1725547.2426 | -1830311.422 |
Total P&L (%) | 511.3499 | 626.2812 | -114.9314 | -104.7642 | 1725.5472 | -1830.3114 |
Avg Daily Profit (%) | 0.2847 | 0.3487 | -0.064 | 0 | 0.1619 | 0 |
Buy And Hold Return (%) | 339.836 | 339.836 | 339.836 | 339.836 | 339.836 | 339.836 |
Max Trade Drawdown | -277638 | -208958 | -198855 | -1793872 | -644765 | -1938648 |
Profit Factor | 1.4016 | 2.0766 | 0.8338 | 0.967 | 3.0039 | 0.2098 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 90 | 38 | 52 | 144 | 79 | 65 |
Losing Trades | 143 | 78 | 65 | 89 | 37 | 52 |
Profitability (%) | 38.6266 | 32.7586 | 44.4444 | 61.8026 | 68.1034 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.227 | 4.2624 | 1.0422 | 0.5977 | 1.4069 | 0.1679 |
Largest Winning Trade | 282469 | 282469 | 51923 | 828281 | 828281 | 122669 |
Largest Losing Trade | -102746 | -33118 | -102746 | -1152310 | -361625 | -1152310 |
Avg Bars in Trades | 91 | 84 | 97 | 91 | 84 | 97 |
Avg Bars in Winners | 141 | 136 | 145 | 69 | 72 | 66 |
Avg Bars in Losers | 59 | 60 | 59 | 126 | 111 | 136 |
Bars Traded | 21302 | 9852 | 11450 | 21302 | 9852 | 11450 |
Profit Streak | 18.6165 | 0 | 27.3665 | 0 | 96.7832 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2254 | -1630 | -580974 | -578028 | 526935 | -580301 |
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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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