Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037814.6835 | 1215896.2871 | -178081.6036 | -97329.1601 | 295935.0492 | -393264.2093 |
Total P&L (%) | 1037.8147 | 1215.8963 | -178.0816 | -97.3292 | 295.935 | -393.2642 |
Avg Daily Profit (%) | 0.5424 | 0.6355 | -0.0931 | -0.1892 | 0.0719 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -478913 | -294221 | -218977 | -1474603 | -1088814 | -448587 |
Profit Factor | 1.8306 | 2.9613 | 0.7171 | 0.9749 | 1.1487 | 0.7925 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 182 | 96 | 86 | 182 | 96 | 86 |
Profitability (%) | 41.6667 | 38.4615 | 44.8718 | 41.6667 | 38.4615 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.5628 | 4.7381 | 0.8811 | 1.3649 | 1.838 | 0.9736 |
Largest Winning Trade | 1510202 | 1510202 | 36932 | 1385281 | 1385281 | 213043 |
Largest Losing Trade | -46353 | -34535 | -46353 | -365643 | -348252 | -365643 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5537 | 2555 | 2982 | 5537 | 2555 | 2982 |
Profit Streak | 0 | 0 | 12.6837 | 0 | 0 | 12.6837 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471824 | 484837 | -581619 | -580442 | -156642 | -581619 |
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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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