Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603450.6694 | 556873.2131 | 46577.4563 | 1667745.1972 | 1954724.9484 | -286979.7512 |
Total P&L (%) | 603.4507 | 556.8732 | 46.5775 | 1667.7452 | 1954.7249 | -286.9798 |
Avg Daily Profit (%) | 0.3325 | 0.3068 | 0.0257 | 0.1584 | 0.1667 | 0 |
Buy And Hold Return (%) | 709.9583 | 709.9583 | 709.9583 | 709.9583 | 709.9583 | 709.9583 |
Max Trade Drawdown | -147335 | -91760 | -126766 | -699612 | -459958 | -885100 |
Profit Factor | 1.4638 | 1.932 | 1.0662 | 1.3224 | 1.9363 | 0.907 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 194 | 91 | 103 | 194 | 91 | 103 |
Losing Trades | 168 | 90 | 78 | 168 | 90 | 78 |
Profitability (%) | 53.5912 | 50.2762 | 56.9061 | 53.5912 | 50.2762 | 56.9061 |
Ratio Avg Win / Avg Loss | 1.2676 | 1.9107 | 0.8074 | 1.1452 | 1.9151 | 0.6868 |
Largest Winning Trade | 69461 | 69461 | 46558 | 340149 | 340149 | 191991 |
Largest Losing Trade | -56785 | -38379 | -56785 | -483421 | -275880 | -483421 |
Avg Bars in Trades | 14 | 18 | 11 | 14 | 18 | 11 |
Avg Bars in Winners | 14 | 19 | 9 | 14 | 19 | 9 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 5367 | 3366 | 2001 | 5367 | 3366 | 2001 |
Profit Streak | 14.5074 | 0 | 15.5074 | 14.5074 | 0 | 15.5074 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152295 | -152452 | -471584 | 236460 | 317010 | -578630 |
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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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