Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600175.8219 | 634377.3521 | -34201.5301 | 79804.0108 | 1554427.6436 | -1474623.6327 |
Total P&L (%) | 600.1758 | 634.3774 | -34.2015 | 79.804 | 1554.4276 | -1474.6236 |
Avg Daily Profit (%) | 0.3241 | 0.3425 | -0.0185 | 0.0317 | 0.1516 | 0 |
Buy And Hold Return (%) | 141.2639 | 141.2639 | 141.2639 | 141.2639 | 141.2639 | 141.2639 |
Max Trade Drawdown | -187673 | -132009 | -120077 | -1808710 | -764392 | -1578108 |
Profit Factor | 1.3759 | 1.8236 | 0.9586 | 1.009 | 1.3761 | 0.6912 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 184 | 91 | 93 | 184 | 91 | 93 |
Losing Trades | 245 | 124 | 121 | 245 | 124 | 121 |
Profitability (%) | 42.8904 | 42.3256 | 43.4579 | 42.8904 | 42.3256 | 43.4579 |
Ratio Avg Win / Avg Loss | 1.8321 | 2.4849 | 1.2472 | 1.3434 | 1.8751 | 0.8994 |
Largest Winning Trade | 249268 | 249268 | 66203 | 1292334 | 1292334 | 322185 |
Largest Losing Trade | -38899 | -38899 | -33032 | -413967 | -339047 | -413967 |
Avg Bars in Trades | 12 | 14 | 11 | 12 | 14 | 11 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5431 | 3069 | 2362 | 5431 | 3069 | 2362 |
Profit Streak | 9.8086 | 9.8086 | 17.8086 | 9.8086 | 9.8086 | 17.8086 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346195 | 340456 | -579746 | -526151 | 281224 | -581413 |
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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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