Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590830.2204 | 605598.8766 | -14768.6562 | 283052.3001 | 1340586.9898 | -1057534.6897 |
Total P&L (%) | 590.8302 | 605.5989 | -14.7687 | 283.0523 | 1340.587 | -1057.5347 |
Avg Daily Profit (%) | 0.3259 | 0.334 | -0.0081 | 0.0741 | 0.1472 | 0 |
Buy And Hold Return (%) | 211.0126 | 211.0126 | 211.0126 | 211.0126 | 211.0126 | 211.0126 |
Max Trade Drawdown | -178162 | -114958 | -78892 | -2886326 | -1771216 | -1226300 |
Profit Factor | 1.6575 | 2.4287 | 0.9689 | 1.0393 | 1.3606 | 0.697 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Losing Trades | 123 | 58 | 65 | 123 | 58 | 65 |
Profitability (%) | 44.843 | 47.7477 | 41.9643 | 44.843 | 47.7477 | 41.9643 |
Ratio Avg Win / Avg Loss | 2.0387 | 2.6578 | 1.34 | 1.2783 | 1.489 | 0.9639 |
Largest Winning Trade | 229249 | 229249 | 73433 | 1755018 | 1755018 | 366659 |
Largest Losing Trade | -34455 | -34455 | -33949 | -616714 | -462581 | -616714 |
Avg Bars in Trades | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Winners | 79 | 68 | 91 | 79 | 68 | 91 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 10530 | 4798 | 5732 | 10530 | 4798 | 5732 |
Profit Streak | 0 | 36.0861 | 0 | 0 | 36.0861 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292514 | 375832 | -582492 | -331743 | 136846 | -584159 |
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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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