Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564459.181 | 498580.5651 | 65878.6159 | 467683.3711 | 564262.7146 | -96579.3434 |
Total P&L (%) | 564.4592 | 498.5806 | 65.8786 | 467.6834 | 564.2627 | -96.5793 |
Avg Daily Profit (%) | 0.2933 | 0.2591 | 0.0342 | 0.0903 | 0.0984 | -0.1753 |
Buy And Hold Return (%) | 95.1535 | 95.1535 | 95.1535 | 95.1535 | 95.1535 | 95.1535 |
Max Trade Drawdown | -276954 | -224254 | -71724 | -5103152 | -3329325 | -2665666 |
Profit Factor | 1.4779 | 1.6736 | 1.1494 | 1.0351 | 1.0728 | 0.9826 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Profitability (%) | 41.2214 | 41.2214 | 41.2214 | 41.2214 | 41.2214 | 41.2214 |
Ratio Avg Win / Avg Loss | 2.1074 | 2.3865 | 1.639 | 1.476 | 1.5298 | 1.4012 |
Largest Winning Trade | 139474 | 139474 | 28045 | 1981069 | 1981069 | 934437 |
Largest Losing Trade | -39334 | -31390 | -39334 | -1712800 | -1228598 | -1712800 |
Avg Bars in Trades | 87 | 128 | 46 | 87 | 128 | 46 |
Avg Bars in Winners | 132 | 194 | 70 | 132 | 194 | 70 |
Avg Bars in Losers | 55 | 82 | 28 | 55 | 82 | 28 |
Bars Traded | 22918 | 16880 | 6038 | 22918 | 16880 | 6038 |
Profit Streak | 0 | 20.3371 | 0 | 0 | 20.3371 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301048 | 254043 | -371634 | -257759 | -204208 | -582731 |
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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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