Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1694445.0229 | 1676560.1447 | 17884.8782 | 157785.6465 | 301599.2671 | -143813.6206 |
Total P&L (%) | 1694.445 | 1676.5601 | 17.8849 | 157.7856 | 301.5993 | -143.8136 |
Avg Daily Profit (%) | 0.9174 | 0.9077 | 0.0097 | 0.0513 | 0.0753 | 0 |
Buy And Hold Return (%) | 51.3772 | 51.3772 | 51.3772 | 51.3772 | 51.3772 | 51.3772 |
Max Trade Drawdown | -136731 | -119788 | -72737 | -1024739 | -1236626 | -658026 |
Profit Factor | 2.856 | 4.5582 | 1.0405 | 1.0233 | 1.0864 | 0.9563 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 176 | 89 | 87 | 176 | 89 | 87 |
Profitability (%) | 42.4837 | 41.8301 | 43.1373 | 42.4837 | 41.8301 | 43.1373 |
Ratio Avg Win / Avg Loss | 3.8666 | 6.3387 | 1.3715 | 1.3853 | 1.5107 | 1.2606 |
Largest Winning Trade | 1701314 | 1701314 | 49284 | 1112673 | 1112673 | 287748 |
Largest Losing Trade | -34793 | -24801 | -34793 | -259332 | -258909 | -259332 |
Avg Bars in Trades | 70 | 71 | 70 | 70 | 71 | 70 |
Avg Bars in Winners | 97 | 91 | 104 | 97 | 91 | 104 |
Avg Bars in Losers | 50 | 57 | 44 | 50 | 57 | 44 |
Bars Traded | 21686 | 10940 | 10746 | 21686 | 10940 | 10746 |
Profit Streak | 3.8677 | 0 | 5.201 | 3.8677 | 0 | 5.201 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613968 | 640778 | -523376 | -324081 | -220502 | -580821 |
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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) |
---|