Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542756.1314 | 566238.9595 | -23482.8281 | 80998.2031 | 1034323.4703 | -953325.2672 |
Total P&L (%) | 542.7561 | 566.239 | -23.4828 | 80.9982 | 1034.3235 | -953.3253 |
Avg Daily Profit (%) | 0.3004 | 0.3134 | -0.013 | 0.0328 | 0.1345 | 0 |
Buy And Hold Return (%) | 184.9318 | 184.9318 | 184.9318 | 184.9318 | 184.9318 | 184.9318 |
Max Trade Drawdown | -228740 | -129755 | -181025 | -2031081 | -1014601 | -2016524 |
Profit Factor | 1.5786 | 2.249 | 0.9516 | 1.0134 | 1.3692 | 0.7054 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 48.7654 | 45.679 | 51.8519 | 48.7654 | 45.679 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.6585 | 2.6745 | 0.8836 | 1.0647 | 1.6282 | 0.655 |
Largest Winning Trade | 368036 | 368036 | 62805 | 1015568 | 1015568 | 354274 |
Largest Losing Trade | -37809 | -34862 | -37809 | -422523 | -379115 | -422523 |
Avg Bars in Trades | 21 | 18 | 25 | 21 | 18 | 25 |
Avg Bars in Winners | 25 | 19 | 31 | 25 | 19 | 31 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3527 | 1492 | 2035 | 3527 | 1492 | 2035 |
Profit Streak | 13.6546 | 26.1546 | 13.6546 | 13.6546 | 26.1546 | 13.6546 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372518 | -2587 | -591617 | -518844 | -25207 | -591617 |
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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) |
---|