Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411107.6717 | 347075.3565 | 64032.3151 | 699589.2398 | 1995578.5185 | -1295989.2787 |
Total P&L (%) | 411.1077 | 347.0754 | 64.0323 | 699.5892 | 1995.5785 | -1295.9893 |
Avg Daily Profit (%) | 0.2405 | 0.203 | 0.0375 | 0.1217 | 0.1781 | 0 |
Buy And Hold Return (%) | 120.7823 | 120.7823 | 120.7823 | 120.7823 | 120.7823 | 120.7823 |
Max Trade Drawdown | -114713 | -79351 | -92866 | -2943396 | -1979289 | -2339917 |
Profit Factor | 1.331 | 1.5812 | 1.0993 | 1.0318 | 1.1898 | 0.8874 |
Total Trades | 613 | 306 | 307 | 613 | 306 | 307 |
Winning Trades | 296 | 145 | 151 | 296 | 145 | 151 |
Losing Trades | 317 | 161 | 156 | 317 | 161 | 156 |
Profitability (%) | 48.2871 | 47.3856 | 49.1857 | 48.2871 | 47.3856 | 49.1857 |
Ratio Avg Win / Avg Loss | 1.4254 | 1.7557 | 1.1357 | 1.105 | 1.3211 | 0.9168 |
Largest Winning Trade | 105588 | 105588 | 38147 | 921439 | 872035 | 921439 |
Largest Losing Trade | -31854 | -17674 | -31854 | -1140424 | -378150 | -1140424 |
Avg Bars in Trades | 32 | 29 | 36 | 32 | 29 | 36 |
Avg Bars in Winners | 37 | 30 | 43 | 37 | 30 | 43 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 20052 | 8879 | 11173 | 20052 | 8879 | 11173 |
Profit Streak | 0 | 15.2766 | 0 | 0 | 15.2766 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288879 | 313728 | -419234 | -213995 | -2514 | -580044 |
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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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