Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546153.2231 | 415288.6197 | 130864.6034 | 1979624.8076 | 4616092.3194 | -2636467.5118 |
Total P&L (%) | 546.1532 | 415.2886 | 130.8646 | 1979.6248 | 4616.0923 | -2636.4675 |
Avg Daily Profit (%) | 0.2622 | 0.1993 | 0.0628 | 0.1458 | 0.1851 | 0 |
Buy And Hold Return (%) | 36.3376 | 36.3376 | 36.3376 | 36.3376 | 36.3376 | 36.3376 |
Max Trade Drawdown | -181244 | -64020 | -130889 | -12536246 | -4085130 | -9480090 |
Profit Factor | 1.5524 | 1.8783 | 1.2537 | 1.0575 | 1.3246 | 0.8695 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
Losing Trades | 199 | 105 | 94 | 199 | 105 | 94 |
Profitability (%) | 38.3901 | 34.7826 | 41.9753 | 38.3901 | 34.7826 | 41.9753 |
Ratio Avg Win / Avg Loss | 2.4914 | 3.5219 | 1.7331 | 1.6971 | 2.4836 | 1.2019 |
Largest Winning Trade | 177243 | 177243 | 43932 | 2848515 | 2848515 | 2027612 |
Largest Losing Trade | -17454 | -13251 | -17454 | -1862599 | -1336625 | -1862599 |
Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Winners | 118 | 119 | 116 | 118 | 119 | 116 |
Avg Bars in Losers | 50 | 53 | 46 | 50 | 53 | 46 |
Bars Traded | 24685 | 12345 | 12340 | 24685 | 12345 | 12340 |
Profit Streak | 15.0301 | 0 | 17.5301 | 15.0301 | 0 | 17.5301 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326405 | 199834 | -112977 | -156406 | 130544 | -581371 |
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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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