Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456626.5115 | 478328.7206 | -21702.2091 | -30787.2502 | 1143706.9039 | -1174494.1541 |
Total P&L (%) | 456.6265 | 478.3287 | -21.7022 | -30.7873 | 1143.7069 | -1174.4942 |
Avg Daily Profit (%) | 0.2193 | 0.2297 | -0.0104 | -0.0177 | 0.1211 | 0 |
Buy And Hold Return (%) | 126.9592 | 126.9592 | 126.9592 | 126.9592 | 126.9592 | 126.9592 |
Max Trade Drawdown | -170059 | -134725 | -132756 | -1328061 | -1242221 | -1710075 |
Profit Factor | 1.3815 | 1.7064 | 0.9582 | 0.9949 | 1.3961 | 0.6242 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 241 | 129 | 112 | 241 | 129 | 112 |
Losing Trades | 64 | 23 | 41 | 64 | 23 | 41 |
Profitability (%) | 79.0164 | 84.8684 | 73.2026 | 79.0164 | 84.8684 | 73.2026 |
Ratio Avg Win / Avg Loss | 0.3669 | 0.3042 | 0.3508 | 0.2642 | 0.2489 | 0.2285 |
Largest Winning Trade | 37219 | 37219 | 29554 | 207896 | 207896 | 195258 |
Largest Losing Trade | -71097 | -71097 | -70894 | -826649 | -648924 | -826649 |
Avg Bars in Trades | 80 | 137 | 24 | 80 | 137 | 24 |
Avg Bars in Winners | 32 | 51 | 11 | 32 | 51 | 11 |
Avg Bars in Losers | 260 | 618 | 59 | 260 | 618 | 59 |
Bars Traded | 24546 | 20857 | 3689 | 24546 | 20857 | 3689 |
Profit Streak | 16.7903 | 16.7903 | 74.2069 | 16.7903 | 16.7903 | 74.2069 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394442 | 408777 | -575642 | -573941 | -26446 | -575642 |
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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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