Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556744.8039 | 655026.0668 | -98281.263 | -86911.7052 | -234608.6355 | 147696.9303 |
Total P&L (%) | 556.7448 | 655.0261 | -98.2813 | -86.9117 | -234.6086 | 147.6969 |
Avg Daily Profit (%) | 0.2898 | 0.3409 | -0.0512 | -0.1058 | 0 | 0.0472 |
Buy And Hold Return (%) | 10.4233 | 10.4233 | 10.4233 | 10.4233 | 10.4233 | 10.4233 |
Max Trade Drawdown | -348920 | -236811 | -161131 | -1735109 | -1521729 | -484805 |
Profit Factor | 1.5074 | 1.972 | 0.7679 | 0.9807 | 0.9218 | 1.0984 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 47.7387 | 47.4747 | 48 | 47.7387 | 47.4747 | 48 |
Ratio Avg Win / Avg Loss | 1.6502 | 2.1818 | 0.8319 | 1.0736 | 1.0198 | 1.1899 |
Largest Winning Trade | 735574 | 735574 | 22942 | 699601 | 699601 | 301728 |
Largest Losing Trade | -39842 | -39842 | -32478 | -423125 | -423125 | -233073 |
Avg Bars in Trades | 27 | 43 | 12 | 27 | 43 | 12 |
Avg Bars in Winners | 30 | 50 | 12 | 30 | 50 | 12 |
Avg Bars in Losers | 25 | 36 | 13 | 25 | 36 | 13 |
Bars Traded | 5567 | 4274 | 1293 | 5567 | 4274 | 1293 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421468 | 421780 | -581565 | -578671 | -580383 | -242953 |
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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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