Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633764.7235 | 680151.3157 | -46386.5922 | -55525.1811 | 115640.1323 | -171165.3134 |
Total P&L (%) | 633.7647 | 680.1513 | -46.3866 | -55.5252 | 115.6401 | -171.1653 |
Avg Daily Profit (%) | 0.2522 | 0.2706 | -0.0185 | -0.0322 | 0.0306 | 0 |
Buy And Hold Return (%) | 201.1334 | 201.1334 | 201.1334 | 201.1334 | 201.1334 | 201.1334 |
Max Trade Drawdown | -183948 | -90171 | -189047 | -244850 | -86209 | -246771 |
Profit Factor | 1.5749 | 2.5296 | 0.9295 | 0.9467 | 1.3063 | 0.7423 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 54.6296 | 51.8519 | 57.4074 | 54.6296 | 51.8519 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.308 | 2.3489 | 0.6896 | 0.7862 | 1.213 | 0.5508 |
Largest Winning Trade | 523384 | 523384 | 40321 | 111897 | 111897 | 71731 |
Largest Losing Trade | -87129 | -23793 | -87129 | -106853 | -35654 | -106853 |
Avg Bars in Trades | 45 | 41 | 50 | 45 | 41 | 50 |
Avg Bars in Winners | 52 | 47 | 56 | 52 | 47 | 56 |
Avg Bars in Losers | 38 | 34 | 41 | 38 | 34 | 41 |
Bars Traded | 9916 | 4457 | 5459 | 9916 | 4457 | 5459 |
Profit Streak | 14.0829 | 0 | 56.0829 | 14.0829 | 0 | 56.0829 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345484 | 383939 | -578621 | -578451 | -317715 | -578621 |
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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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