Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913260.1076 | 809111.5236 | 104148.584 | 1960363.9341 | -207330.9849 | 2167694.919 |
Total P&L (%) | 913.2601 | 809.1115 | 104.1486 | 1960.3639 | -207.331 | 2167.6949 |
Avg Daily Profit (%) | 0.4385 | 0.3885 | 0.05 | 0.1454 | 0 | 0.15 |
Buy And Hold Return (%) | 117.4174 | 117.4174 | 117.4174 | 117.4174 | 117.4174 | 117.4174 |
Max Trade Drawdown | -132384 | -148885 | -33930 | -13038288 | -16162615 | -1776642 |
Profit Factor | 1.8413 | 1.8953 | 1.5728 | 1.0396 | 0.9952 | 1.3428 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 126 | 58 | 68 | 126 | 58 | 68 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 42.1405 | 38.9262 | 45.3333 | 42.1405 | 38.9262 | 45.3333 |
Ratio Avg Win / Avg Loss | 2.5281 | 2.9736 | 1.8966 | 1.4274 | 1.5614 | 1.6193 |
Largest Winning Trade | 223986 | 223986 | 33166 | 5945928 | 5945928 | 871124 |
Largest Losing Trade | -59778 | -59778 | -10860 | -4745496 | -4745496 | -574856 |
Avg Bars in Trades | 82 | 161 | 4 | 82 | 161 | 4 |
Avg Bars in Winners | 107 | 226 | 5 | 107 | 226 | 5 |
Avg Bars in Losers | 64 | 120 | 3 | 64 | 120 | 3 |
Bars Traded | 24759 | 24079 | 680 | 24759 | 24079 | 680 |
Profit Streak | 0 | 25.6546 | 0 | 0 | 25.6546 | 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 | 434799 | 333025 | -290347 | -176959 | -581924 | 279233 |
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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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