Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731777.3764 | 730161.3877 | 1615.9887 | 136186.3974 | 420641.7935 | -284455.3961 |
Total P&L (%) | 731.7774 | 730.1614 | 1.616 | 136.1864 | 420.6418 | -284.4554 |
Avg Daily Profit (%) | 0.3513 | 0.3505 | 0.0008 | 0.0413 | 0.0792 | 0 |
Buy And Hold Return (%) | 111.7994 | 111.7994 | 111.7994 | 111.7994 | 111.7994 | 111.7994 |
Max Trade Drawdown | -231315 | -216926 | -49140 | -6199371 | -6011141 | -476538 |
Profit Factor | 1.7682 | 1.8552 | 1.0163 | 1.011 | 1.0368 | 0.714 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 37.3272 | 35.1852 | 39.4495 | 37.3272 | 35.1852 | 39.4495 |
Ratio Avg Win / Avg Loss | 2.9688 | 3.4175 | 1.56 | 1.6974 | 1.9098 | 1.0958 |
Largest Winning Trade | 400265 | 400265 | 31632 | 4289650 | 4289650 | 125181 |
Largest Losing Trade | -45807 | -45807 | -9281 | -1321413 | -1321413 | -277791 |
Avg Bars in Trades | 114 | 228 | 1 | 114 | 228 | 1 |
Avg Bars in Winners | 149 | 316 | 2 | 149 | 316 | 2 |
Avg Bars in Losers | 93 | 180 | 1 | 93 | 180 | 1 |
Bars Traded | 24818 | 24634 | 184 | 24818 | 24634 | 184 |
Profit Streak | 8.7072 | 0 | 150.4572 | 8.7072 | 0 | 150.4572 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333276 | 234143 | -561688 | -446197 | -274606 | -581818 |
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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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