Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636701.9179 | 642475.3961 | -5773.4782 | 334068.1765 | 1057987.3149 | -723919.1384 |
Total P&L (%) | 636.7019 | 642.4754 | -5.7735 | 334.0682 | 1057.9873 | -723.9191 |
Avg Daily Profit (%) | 0.2546 | 0.2569 | -0.0023 | 0.0587 | 0.098 | 0 |
Buy And Hold Return (%) | 299.5048 | 299.5048 | 299.5048 | 299.5048 | 299.5048 | 299.5048 |
Max Trade Drawdown | -142646 | -78690 | -94782 | -2124886 | -1138916 | -1121649 |
Profit Factor | 1.5938 | 2.1785 | 0.989 | 1.0341 | 1.2123 | 0.85 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Losing Trades | 195 | 96 | 99 | 195 | 96 | 99 |
Profitability (%) | 48.4127 | 49.2063 | 47.619 | 48.4127 | 49.2063 | 47.619 |
Ratio Avg Win / Avg Loss | 1.6983 | 2.2488 | 1.088 | 1.1019 | 1.2514 | 0.935 |
Largest Winning Trade | 486211 | 486211 | 35157 | 1596112 | 1596112 | 372856 |
Largest Losing Trade | -33918 | -29897 | -33918 | -599307 | -599307 | -586212 |
Avg Bars in Trades | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Winners | 52 | 43 | 62 | 52 | 43 | 62 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 14756 | 6544 | 8211 | 14756 | 6544 | 8211 |
Profit Streak | 17.4941 | 17.4941 | 18.3274 | 17.4941 | 17.4941 | 18.3274 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303033 | 300589 | -578128 | -424495 | -63246 | -579795 |
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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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