Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561778.4742 | 489674.7744 | 72103.6997 | 702015.6763 | 1485201.8708 | -783186.1946 |
Total P&L (%) | 561.7785 | 489.6748 | 72.1037 | 702.0157 | 1485.2019 | -783.1862 |
Avg Daily Profit (%) | 0.2697 | 0.2351 | 0.0346 | 0.1 | 0.1328 | 0 |
Buy And Hold Return (%) | 63.1348 | 63.1348 | 63.1348 | 63.1348 | 63.1348 | 63.1348 |
Max Trade Drawdown | -167270 | -71082 | -109846 | -4020698 | -1681549 | -3609943 |
Profit Factor | 1.6391 | 2.1048 | 1.1655 | 1.0448 | 1.2086 | 0.9084 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 37.6812 | 34.9515 | 40.3846 | 37.6812 | 34.9515 | 40.3846 |
Ratio Avg Win / Avg Loss | 2.7108 | 3.9173 | 1.7204 | 1.7279 | 2.2494 | 1.341 |
Largest Winning Trade | 184421 | 184421 | 56901 | 1792148 | 1792148 | 1229042 |
Largest Losing Trade | -50127 | -22715 | -50127 | -1898269 | -663722 | -1898269 |
Avg Bars in Trades | 119 | 110 | 128 | 119 | 110 | 128 |
Avg Bars in Winners | 183 | 165 | 198 | 183 | 165 | 198 |
Avg Bars in Losers | 81 | 80 | 81 | 81 | 80 | 81 |
Bars Traded | 24759 | 11359 | 13400 | 24759 | 11359 | 13400 |
Profit Streak | 14.4291 | 0 | 21.5125 | 14.4291 | 0 | 21.5125 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310403 | 208496 | -309103 | -232293 | -20874 | -582577 |
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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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