Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328115.2905 | 265125.4582 | 62989.8324 | -224997.5524 | 633459.8672 | -858457.4196 |
Total P&L (%) | 328.1153 | 265.1255 | 62.9898 | -224.9976 | 633.4599 | -858.4574 |
Avg Daily Profit (%) | 0.315 | 0.2545 | 0.0605 | 0 | 0.1915 | 0 |
Buy And Hold Return (%) | 56.7335 | 56.7335 | 56.7335 | 56.7335 | 56.7335 | 56.7335 |
Max Trade Drawdown | -110576 | -42281 | -113396 | -1282160 | -102877 | -1284370 |
Profit Factor | 1.4488 | 1.8961 | 1.1447 | 0.9096 | 2.1765 | 0.5601 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 176 | 81 | 95 | 163 | 81 | 82 |
Losing Trades | 109 | 62 | 47 | 122 | 62 | 60 |
Profitability (%) | 61.7544 | 56.6434 | 66.9014 | 57.193 | 56.6434 | 57.7465 |
Ratio Avg Win / Avg Loss | 0.8973 | 1.4513 | 0.5663 | 0.6808 | 1.666 | 0.4098 |
Largest Winning Trade | 70476 | 70476 | 26724 | 109867 | 109867 | 85791 |
Largest Losing Trade | -107542 | -23077 | -107542 | -1121907 | -102877 | -1121907 |
Avg Bars in Trades | 86 | 89 | 84 | 86 | 89 | 84 |
Avg Bars in Winners | 74 | 72 | 76 | 81 | 78 | 85 |
Avg Bars in Losers | 106 | 110 | 100 | 93 | 102 | 84 |
Bars Traded | 24756 | 12730 | 12027 | 24756 | 12730 | 12027 |
Profit Streak | 2.1058 | 3.1892 | 0 | 0 | 0 | 12.4392 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293602 | 312043 | -304633 | -578354 | 460496 | -579335 |
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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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