Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667283.0216 | 657932.2484 | 9350.7732 | 287423.223 | 328076.4962 | -40653.2732 |
Total P&L (%) | 667.283 | 657.9322 | 9.3508 | 287.4232 | 328.0765 | -40.6533 |
Avg Daily Profit (%) | 0.3559 | 0.3509 | 0.005 | 0.0723 | 0.0776 | -0.0278 |
Buy And Hold Return (%) | 162.6316 | 162.6316 | 162.6316 | 162.6316 | 162.6316 | 162.6316 |
Max Trade Drawdown | -134287 | -149634 | -92521 | -1300160 | -1275698 | -552178 |
Profit Factor | 1.6942 | 2.3251 | 1.0201 | 1.0533 | 1.1092 | 0.983 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Profitability (%) | 43.0189 | 41.6667 | 44.3609 | 43.0189 | 41.6667 | 44.3609 |
Ratio Avg Win / Avg Loss | 2.244 | 3.2551 | 1.2795 | 1.3951 | 1.5529 | 1.2329 |
Largest Winning Trade | 360536 | 360536 | 41938 | 1068560 | 1068560 | 221090 |
Largest Losing Trade | -56969 | -35735 | -56969 | -316106 | -316106 | -313985 |
Avg Bars in Trades | 82 | 118 | 46 | 82 | 118 | 46 |
Avg Bars in Winners | 105 | 159 | 55 | 105 | 159 | 55 |
Avg Bars in Losers | 64 | 88 | 38 | 64 | 88 | 38 |
Bars Traded | 21789 | 15609 | 6180 | 21789 | 15609 | 6180 |
Profit Streak | 29.2157 | 29.2991 | 29.2157 | 29.2157 | 29.2991 | 29.2157 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364572 | 312085 | -552181 | -267124 | -198272 | -580965 |
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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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