Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665783.3729 | 541568.8404 | 124214.5325 | 2195504.7517 | 10163657.0722 | -7968152.3205 |
Total P&L (%) | 665.7834 | 541.5688 | 124.2145 | 2195.5048 | 10163.6571 | -7968.1523 |
Avg Daily Profit (%) | 0.3682 | 0.2995 | 0.0687 | 0.1734 | 0.2564 | 0 |
Buy And Hold Return (%) | 159.6848 | 159.6848 | 159.6848 | 159.6848 | 159.6848 | 159.6848 |
Max Trade Drawdown | -147172 | -80821 | -133803 | -16285351 | -3622888 | -16444201 |
Profit Factor | 1.4918 | 1.9978 | 1.1532 | 1.0397 | 1.5608 | 0.7856 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 192 | 98 | 94 | 192 | 98 | 94 |
Losing Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Profitability (%) | 57.6577 | 59.0361 | 56.2874 | 57.6577 | 59.0361 | 56.2874 |
Ratio Avg Win / Avg Loss | 1.0955 | 1.3862 | 0.8955 | 0.7635 | 1.083 | 0.6101 |
Largest Winning Trade | 58143 | 58143 | 39537 | 2330047 | 2118716 | 2330047 |
Largest Losing Trade | -63289 | -44614 | -63289 | -10708476 | -1106434 | -10708476 |
Avg Bars in Trades | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Winners | 16 | 12 | 20 | 16 | 12 | 20 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 5258 | 2104 | 3154 | 5258 | 2104 | 3154 |
Profit Streak | 2.2019 | 0 | 6.2019 | 2.2019 | 0 | 6.2019 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352097 | 380628 | -318614 | -169573 | 430601 | -578671 |
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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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