Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965081.2544 | 957021.9023 | 8059.3522 | 536219.7438 | 631357.1653 | -95137.4215 |
Total P&L (%) | 965.0813 | 957.0219 | 8.0594 | 536.2197 | 631.3572 | -95.1374 |
Avg Daily Profit (%) | 0.3842 | 0.381 | 0.0032 | 0.0737 | 0.0792 | -0.1203 |
Buy And Hold Return (%) | 178.1388 | 178.1388 | 178.1388 | 178.1388 | 178.1388 | 178.1388 |
Max Trade Drawdown | -141878 | -135735 | -45016 | -1513591 | -1299858 | -325878 |
Profit Factor | 2.1835 | 2.5833 | 1.0382 | 1.1298 | 1.1996 | 0.9016 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 47.8673 | 46.6667 | 49.0566 | 47.8673 | 46.6667 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.3781 | 2.9524 | 1.0781 | 1.2305 | 1.371 | 0.9363 |
Largest Winning Trade | 752944 | 752944 | 27623 | 1564526 | 1564526 | 104897 |
Largest Losing Trade | -46724 | -46724 | -16915 | -688032 | -688032 | -299797 |
Avg Bars in Trades | 46 | 87 | 6 | 46 | 87 | 6 |
Avg Bars in Winners | 56 | 109 | 7 | 56 | 109 | 7 |
Avg Bars in Losers | 38 | 68 | 6 | 38 | 68 | 6 |
Bars Traded | 9915 | 9178 | 737 | 9915 | 9178 | 737 |
Profit Streak | 21.6422 | 0 | 22.6422 | 21.6422 | 0 | 22.6422 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487320 | 426764 | -532628 | -174109 | -91892 | -580591 |
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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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