Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038367.8611 | 1114373.955 | -76006.0939 | 129511.5944 | 861359.4021 | -731847.8078 |
Total P&L (%) | 1038.3679 | 1114.374 | -76.0061 | 129.5116 | 861.3594 | -731.8478 |
Avg Daily Profit (%) | 0.5666 | 0.6081 | -0.0415 | 0.0453 | 0.1236 | 0 |
Buy And Hold Return (%) | 604.9383 | 604.9383 | 604.9383 | 604.9383 | 604.9383 | 604.9383 |
Max Trade Drawdown | -151941 | -86842 | -156009 | -605898 | -363241 | -749714 |
Profit Factor | 2.0554 | 3.4366 | 0.8556 | 1.0394 | 1.5908 | 0.6001 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Profitability (%) | 46.2745 | 47.2441 | 45.3125 | 46.2745 | 47.2441 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.3864 | 3.8376 | 1.0327 | 1.2068 | 1.7764 | 0.7242 |
Largest Winning Trade | 635775 | 635775 | 75331 | 541935 | 541935 | 162452 |
Largest Losing Trade | -52817 | -52817 | -46160 | -209325 | -142191 | -209325 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 63 | 62 | 63 | 63 | 62 | 63 |
Avg Bars in Losers | 23 | 18 | 29 | 23 | 18 | 29 |
Bars Traded | 10721 | 4960 | 5761 | 10721 | 4960 | 5761 |
Profit Streak | 0 | 115.2692 | 0 | 0 | 115.2692 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 222657 | 371840 | -581148 | -475432 | -58377 | -582815 |
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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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