Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322274.2972 | 221973.8595 | 100300.4378 | 1032728.0936 | 1255851.0167 | -223122.9231 |
Total P&L (%) | 322.2743 | 221.9739 | 100.3004 | 1032.7281 | 1255.851 | -223.1229 |
Avg Daily Profit (%) | 0.6188 | 0.4262 | 0.1926 | 0.4671 | 0.5018 | 0 |
Buy And Hold Return (%) | 45.8143 | 45.8143 | 45.8143 | 45.8143 | 45.8143 | 45.8143 |
Max Trade Drawdown | -68453 | -29636 | -65072 | -1275531 | -452500 | -1130666 |
Profit Factor | 1.7905 | 2.361 | 1.41 | 1.2371 | 1.7796 | 0.9187 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Profitability (%) | 46.6899 | 45.4545 | 47.9167 | 46.6899 | 45.4545 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.0443 | 2.8333 | 1.5327 | 1.4125 | 2.1356 | 0.9986 |
Largest Winning Trade | 62489 | 62489 | 27111 | 534907 | 534907 | 331528 |
Largest Losing Trade | -19766 | -11267 | -19766 | -279057 | -141236 | -279057 |
Avg Bars in Trades | 85 | 80 | 91 | 85 | 80 | 91 |
Avg Bars in Winners | 133 | 131 | 136 | 133 | 131 | 136 |
Avg Bars in Losers | 43 | 37 | 50 | 43 | 37 | 50 |
Bars Traded | 24655 | 11487 | 13168 | 24655 | 11487 | 13168 |
Profit Streak | 0 | 9.032 | 0 | 0 | 9.032 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512685 | 386512 | 80868 | 347955 | 437343 | -582329 |
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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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