Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547782.219 | 415211.9739 | 132570.2451 | 2067671.8463 | 3276713.1601 | -1209041.3137 |
Total P&L (%) | 547.7822 | 415.212 | 132.5702 | 2067.6718 | 3276.7132 | -1209.0413 |
Avg Daily Profit (%) | 0.2629 | 0.1993 | 0.0636 | 0.1478 | 0.1691 | 0 |
Buy And Hold Return (%) | 33.0651 | 33.0651 | 33.0651 | 33.0651 | 33.0651 | 33.0651 |
Max Trade Drawdown | -122812 | -69371 | -96124 | -6011338 | -2193599 | -4565419 |
Profit Factor | 1.5534 | 1.8506 | 1.2642 | 1.1066 | 1.3954 | 0.8912 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 125 | 59 | 66 | 125 | 59 | 66 |
Losing Trades | 210 | 108 | 102 | 210 | 108 | 102 |
Profitability (%) | 37.3134 | 35.3293 | 39.2857 | 37.3134 | 35.3293 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.6096 | 3.3875 | 1.9538 | 1.859 | 2.5543 | 1.3774 |
Largest Winning Trade | 172957 | 172957 | 45151 | 1468796 | 1468796 | 1133381 |
Largest Losing Trade | -17336 | -17189 | -17336 | -1107374 | -593744 | -1107374 |
Avg Bars in Trades | 73 | 73 | 74 | 73 | 73 | 74 |
Avg Bars in Winners | 116 | 113 | 118 | 116 | 113 | 118 |
Avg Bars in Losers | 48 | 51 | 45 | 48 | 51 | 45 |
Bars Traded | 24685 | 12215 | 12470 | 24685 | 12215 | 12470 |
Profit Streak | 15.6968 | 0 | 17.8635 | 15.6968 | 0 | 17.8635 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313821 | 206674 | -112475 | -100160 | 149954 | -582387 |
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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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