Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102801.1641 | 1122610.9681 | -19809.804 | 534326.9722 | 656051.9528 | -121724.9806 |
Total P&L (%) | 1102.8012 | 1122.611 | -19.8098 | 534.327 | 656.052 | -121.725 |
Avg Daily Profit (%) | 0.5293 | 0.5389 | -0.0095 | 0.0887 | 0.0971 | 0 |
Buy And Hold Return (%) | 253.8867 | 253.8867 | 253.8867 | 253.8867 | 253.8867 | 253.8867 |
Max Trade Drawdown | -130948 | -93024 | -120863 | -250709 | -131145 | -206747 |
Profit Factor | 2.4381 | 4.0775 | 0.9507 | 1.3761 | 1.9518 | 0.8336 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 40.1961 | 36.2745 | 44.1176 | 40.1961 | 36.2745 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.6275 | 7.1633 | 1.2043 | 2.0474 | 3.4288 | 1.0559 |
Largest Winning Trade | 715311 | 715311 | 65053 | 489315 | 489315 | 117184 |
Largest Losing Trade | -30245 | -27474 | -30245 | -82307 | -52524 | -82307 |
Avg Bars in Trades | 119 | 104 | 134 | 119 | 104 | 134 |
Avg Bars in Winners | 221 | 192 | 246 | 221 | 192 | 246 |
Avg Bars in Losers | 50 | 54 | 47 | 50 | 54 | 47 |
Bars Traded | 24407 | 10642 | 13764 | 24407 | 10642 | 13764 |
Profit Streak | 0 | 0 | 40.2452 | 0 | 0 | 40.2452 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390130 | 381058 | -581133 | -81380 | -68252 | -581133 |
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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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