Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607460.3351 | 532911.7616 | 74548.5734 | 416021.2808 | 887537.8828 | -471516.602 |
Total P&L (%) | 607.4603 | 532.9118 | 74.5486 | 416.0213 | 887.5379 | -471.5166 |
Avg Daily Profit (%) | 0.2916 | 0.2558 | 0.0358 | 0.0788 | 0.11 | 0 |
Buy And Hold Return (%) | 21.768 | 21.768 | 21.768 | 21.768 | 21.768 | 21.768 |
Max Trade Drawdown | -144821 | -101473 | -97882 | -1711718 | -1073823 | -1496107 |
Profit Factor | 1.476 | 1.803 | 1.1217 | 1.0389 | 1.1613 | 0.9094 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 174 | 79 | 95 | 174 | 79 | 95 |
Losing Trades | 207 | 111 | 96 | 207 | 111 | 96 |
Profitability (%) | 45.6693 | 41.5789 | 49.7382 | 45.6693 | 41.5789 | 49.7382 |
Ratio Avg Win / Avg Loss | 1.7559 | 2.5334 | 1.1335 | 1.2359 | 1.6317 | 0.919 |
Largest Winning Trade | 284027 | 284027 | 55440 | 1129319 | 1129319 | 492868 |
Largest Losing Trade | -50108 | -31570 | -50108 | -845683 | -475772 | -845683 |
Avg Bars in Trades | 65 | 58 | 71 | 65 | 58 | 71 |
Avg Bars in Winners | 73 | 63 | 82 | 73 | 63 | 82 |
Avg Bars in Losers | 57 | 55 | 61 | 57 | 55 | 61 |
Bars Traded | 24845 | 11125 | 13721 | 24845 | 11125 | 13721 |
Profit Streak | 24.9002 | 24.9002 | 48.0669 | 24.9002 | 24.9002 | 48.0669 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463060 | 347132 | -232754 | -263753 | -90017 | -579017 |
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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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