Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688244.5916 | 653129.1346 | 35115.457 | 907243.4123 | 4870018.5272 | -3962775.1149 |
Total P&L (%) | 688.2446 | 653.1291 | 35.1155 | 907.2434 | 4870.0185 | -3962.7751 |
Avg Daily Profit (%) | 0.3304 | 0.3135 | 0.0169 | 0.1109 | 0.1877 | 0 |
Buy And Hold Return (%) | 338.4959 | 338.4959 | 338.4959 | 338.4959 | 338.4959 | 338.4959 |
Max Trade Drawdown | -178141 | -161608 | -145546 | -4353815 | -1405523 | -5093664 |
Profit Factor | 1.5522 | 2.0638 | 1.0555 | 1.0656 | 1.894 | 0.5267 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Losing Trades | 177 | 84 | 93 | 177 | 84 | 93 |
Profitability (%) | 49.4286 | 52 | 46.8571 | 49.4286 | 52 | 46.8571 |
Ratio Avg Win / Avg Loss | 1.5881 | 1.905 | 1.1971 | 1.0903 | 1.7483 | 0.5973 |
Largest Winning Trade | 163101 | 163101 | 56693 | 1975496 | 1975496 | 769256 |
Largest Losing Trade | -76126 | -32179 | -76126 | -3474676 | -499291 | -3474676 |
Avg Bars in Trades | 69 | 72 | 67 | 69 | 72 | 67 |
Avg Bars in Winners | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Losers | 60 | 62 | 58 | 60 | 62 | 58 |
Bars Traded | 24442 | 12644 | 11799 | 24442 | 12644 | 11799 |
Profit Streak | 0 | 0 | 27.6955 | 0 | 0 | 27.6955 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245847 | 222945 | -495398 | -194565 | 437341 | -580627 |
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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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