Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1579611.7701 | 1710761.9721 | -131150.2019 | -96179.7311 | 41032.9153 | -137212.6465 |
Total P&L (%) | 1579.6118 | 1710.762 | -131.1502 | -96.1797 | 41.0329 | -137.2126 |
Avg Daily Profit (%) | 0.8759 | 0.9487 | -0.0727 | -0.1809 | 0.0191 | 0 |
Buy And Hold Return (%) | 245.7412 | 245.7412 | 245.7412 | 245.7412 | 245.7412 | 245.7412 |
Max Trade Drawdown | -192555 | -218918 | -243862 | -145701 | -45319 | -154739 |
Profit Factor | 2.2737 | 3.7454 | 0.7875 | 0.6909 | 1.3595 | 0.3037 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 104 | 44 | 60 | 104 | 44 | 60 |
Losing Trades | 111 | 64 | 47 | 111 | 64 | 47 |
Profitability (%) | 48.3721 | 40.7407 | 56.0748 | 48.3721 | 40.7407 | 56.0748 |
Ratio Avg Win / Avg Loss | 2.4267 | 5.4478 | 0.6168 | 0.7375 | 1.9774 | 0.2379 |
Largest Winning Trade | 1713389 | 1713389 | 59154 | 39399 | 39399 | 15270 |
Largest Losing Trade | -95547 | -28655 | -95547 | -72485 | -23930 | -72485 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 32 | 30 | 32 | 32 | 30 | 32 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 5314 | 2557 | 2757 | 5314 | 2557 | 2757 |
Profit Streak | 0 | 0 | 30.089 | 0 | 0 | 30.089 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 646160 | 595964 | -578516 | -580007 | -335191 | -578516 |
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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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