Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918714.4858 | 1055983.5589 | -137269.073 | -67755.4344 | 106686.3036 | -174441.738 |
Total P&L (%) | 918.7145 | 1055.9836 | -137.2691 | -67.7554 | 106.6863 | -174.4417 |
Avg Daily Profit (%) | 0.422 | 0.4851 | -0.0631 | -0.052 | 0.0334 | 0 |
Buy And Hold Return (%) | 413.0662 | 413.0662 | 413.0662 | 413.0662 | 413.0662 | 413.0662 |
Max Trade Drawdown | -195153 | -120258 | -220228 | -252269 | -114753 | -230851 |
Profit Factor | 1.8433 | 3.0427 | 0.7602 | 0.9164 | 1.2829 | 0.5975 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 46.2366 | 47.3118 | 45.1613 | 46.2366 | 47.3118 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.1434 | 3.3884 | 0.9231 | 1.0656 | 1.4287 | 0.7256 |
Largest Winning Trade | 875933 | 875933 | 60987 | 158223 | 158223 | 66768 |
Largest Losing Trade | -53288 | -29725 | -53288 | -75536 | -47787 | -75536 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 6341 | 3093 | 3247 | 6341 | 3093 | 3247 |
Profit Streak | 17.5703 | 0 | 20.237 | 17.5703 | 0 | 20.237 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292181 | 411479 | -582410 | -579033 | -315481 | -582410 |
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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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