Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500588.8155 | 648959.615 | -148370.7995 | -48834.0627 | 1341607.3854 | -1390441.4481 |
Total P&L (%) | 500.5888 | 648.9596 | -148.3708 | -48.8341 | 1341.6074 | -1390.4414 |
Avg Daily Profit (%) | 0.2248 | 0.2914 | -0.0666 | -0.0301 | 0.1199 | 0 |
Buy And Hold Return (%) | 278.2006 | 278.2006 | 278.2006 | 278.2006 | 278.2006 | 278.2006 |
Max Trade Drawdown | -195203 | -137763 | -138411 | -2635838 | -1987738 | -1378054 |
Profit Factor | 1.3846 | 1.7499 | 0.6597 | 0.9933 | 1.2889 | 0.4753 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 173 | 89 | 84 | 173 | 89 | 84 |
Losing Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Profitability (%) | 54.5741 | 56.3291 | 52.8302 | 54.5741 | 56.3291 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.1525 | 1.3567 | 0.589 | 0.8268 | 0.9993 | 0.4244 |
Largest Winning Trade | 351112 | 351112 | 9632 | 1752976 | 1752976 | 151827 |
Largest Losing Trade | -54773 | -54773 | -28889 | -1193183 | -1193183 | -650670 |
Avg Bars in Trades | 27 | 50 | 4 | 27 | 50 | 4 |
Avg Bars in Winners | 27 | 48 | 3 | 27 | 48 | 3 |
Avg Bars in Losers | 28 | 53 | 5 | 28 | 53 | 5 |
Bars Traded | 8797 | 8037 | 760 | 8797 | 8037 | 760 |
Profit Streak | 28.9388 | 107.4388 | 28.9388 | 28.9388 | 107.4388 | 28.9388 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 149738 | 319570 | -579315 | -577242 | -33155 | -579315 |
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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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