Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830810.1089 | 762562.8455 | 68247.2633 | 935767.7008 | 1146218.5392 | -210450.8383 |
Total P&L (%) | 830.8101 | 762.5628 | 68.2473 | 935.7677 | 1146.2185 | -210.4508 |
Avg Daily Profit (%) | 0.3324 | 0.3051 | 0.0273 | 0.0936 | 0.101 | 0 |
Buy And Hold Return (%) | 218.6045 | 218.6045 | 218.6045 | 218.6045 | 218.6045 | 218.6045 |
Max Trade Drawdown | -221694 | -153365 | -101973 | -3206715 | -2349237 | -1059690 |
Profit Factor | 1.7427 | 2.0842 | 1.1643 | 1.0892 | 1.1632 | 0.9393 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 167 | 88 | 79 | 167 | 88 | 79 |
Profitability (%) | 43.3898 | 40.1361 | 46.6216 | 43.3898 | 40.1361 | 46.6216 |
Ratio Avg Win / Avg Loss | 2.2736 | 3.1087 | 1.3331 | 1.4211 | 1.735 | 1.0754 |
Largest Winning Trade | 411221 | 411221 | 30405 | 1179907 | 1179907 | 500278 |
Largest Losing Trade | -68639 | -35293 | -68639 | -895295 | -895295 | -393679 |
Avg Bars in Trades | 49 | 78 | 20 | 49 | 78 | 20 |
Avg Bars in Winners | 65 | 114 | 24 | 65 | 114 | 24 |
Avg Bars in Losers | 36 | 54 | 17 | 36 | 54 | 17 |
Bars Traded | 14575 | 11523 | 3052 | 14575 | 11523 | 3052 |
Profit Streak | 29.8703 | 0 | 34.8703 | 29.8703 | 0 | 34.8703 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345102 | 223957 | -362610 | -192455 | -102789 | -579767 |
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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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