Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677096.5647 | 673583.3077 | 3513.257 | -454299.2719 | 1274930.9719 | -1729230.2438 |
Total P&L (%) | 677.0966 | 673.5833 | 3.5133 | -454.2993 | 1274.931 | -1729.2302 |
Avg Daily Profit (%) | 0.3784 | 0.3764 | 0.002 | 0 | 0.1466 | 0 |
Buy And Hold Return (%) | 268.301 | 268.301 | 268.301 | 268.301 | 268.301 | 268.301 |
Max Trade Drawdown | -152457 | -163992 | -256866 | -2733003 | -1302924 | -1936779 |
Profit Factor | 1.623 | 2.1832 | 1.0068 | 0.9172 | 1.5068 | 0.4176 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 92 | 44 | 48 | 81 | 44 | 37 |
Losing Trades | 76 | 40 | 36 | 87 | 40 | 47 |
Profitability (%) | 54.7619 | 52.381 | 57.1429 | 48.2143 | 52.381 | 44.0476 |
Ratio Avg Win / Avg Loss | 1.3408 | 1.9847 | 0.7551 | 0.9851 | 1.3699 | 0.5304 |
Largest Winning Trade | 188865 | 188865 | 29812 | 877369 | 877369 | 447624 |
Largest Losing Trade | -116524 | -53180 | -116524 | -1306001 | -1179375 | -1306001 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 21 | 22 | 21 | 20 | 21 | 19 |
Avg Bars in Losers | 20 | 20 | 19 | 21 | 21 | 20 |
Bars Traded | 3523 | 1809 | 1715 | 3523 | 1809 | 1715 |
Profit Streak | 0 | 0 | 0 | 29.6098 | 29.6098 | 40.1098 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351522 | 374765 | -569818 | -579310 | 130712 | -582596 |
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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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