Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677548.1058 | 687050.4915 | -9502.3858 | -777986.4396 | -55433.3945 | -722553.045 |
Total P&L (%) | 677.5481 | 687.0505 | -9.5024 | -777.9864 | -55.4334 | -722.553 |
Avg Daily Profit (%) | 0.3005 | 0.3047 | -0.0042 | 0 | -0.0358 | 0 |
Buy And Hold Return (%) | 185.336 | 185.336 | 185.336 | 185.336 | 185.336 | 185.336 |
Max Trade Drawdown | -148884 | -61865 | -249519 | -1770857 | -807607 | -1159931 |
Profit Factor | 1.5139 | 2.2155 | 0.9874 | 0.8651 | 0.9803 | 0.7557 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 144 | 72 | 72 | 120 | 64 | 56 |
Losing Trades | 116 | 58 | 58 | 140 | 66 | 74 |
Profitability (%) | 55.3846 | 55.3846 | 55.3846 | 46.1538 | 49.2308 | 43.0769 |
Ratio Avg Win / Avg Loss | 1.2195 | 1.7847 | 0.7954 | 1.0092 | 1.0109 | 0.9986 |
Largest Winning Trade | 123380 | 123380 | 63736 | 417620 | 417620 | 317460 |
Largest Losing Trade | -120866 | -39026 | -120866 | -533543 | -533543 | -314591 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 53 | 49 | 58 | 49 | 45 | 53 |
Avg Bars in Losers | 46 | 44 | 47 | 51 | 49 | 53 |
Bars Traded | 13114 | 6174 | 6940 | 13114 | 6174 | 6940 |
Profit Streak | 0 | 123.7481 | 0 | 8.2481 | 0 | 8.5814 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353433 | 451465 | -580289 | -578573 | -579619 | -583008 |
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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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