Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446173.1304 | 374325.3233 | 71847.8071 | 537633.8192 | -279688.8829 | 817322.7021 |
Total P&L (%) | 446.1731 | 374.3253 | 71.8478 | 537.6338 | -279.6889 | 817.3227 |
Avg Daily Profit (%) | 0.2142 | 0.1797 | 0.0345 | 0.089 | 0 | 0.1064 |
Buy And Hold Return (%) | 14.4515 | 14.4515 | 14.4515 | 14.4515 | 14.4515 | 14.4515 |
Max Trade Drawdown | -142992 | -137402 | -28399 | -2926854 | -2950597 | -248996 |
Profit Factor | 1.4385 | 1.4726 | 1.3188 | 1.0546 | 0.9661 | 1.5082 |
Total Trades | 401 | 200 | 201 | 401 | 200 | 201 |
Winning Trades | 241 | 125 | 116 | 241 | 125 | 116 |
Losing Trades | 160 | 75 | 85 | 160 | 75 | 85 |
Profitability (%) | 60.0998 | 62.5 | 57.7114 | 60.0998 | 62.5 | 57.7114 |
Ratio Avg Win / Avg Loss | 0.955 | 0.8835 | 0.9664 | 0.7001 | 0.5796 | 1.1052 |
Largest Winning Trade | 59398 | 59398 | 15940 | 658856 | 658856 | 233782 |
Largest Losing Trade | -54374 | -54374 | -11580 | -1317441 | -1317441 | -248996 |
Avg Bars in Trades | 60 | 117 | 4 | 60 | 117 | 4 |
Avg Bars in Winners | 41 | 76 | 4 | 41 | 76 | 4 |
Avg Bars in Losers | 89 | 186 | 4 | 89 | 186 | 4 |
Bars Traded | 24425 | 23593 | 832 | 24425 | 23593 | 832 |
Profit Streak | 50.7316 | 50.7316 | 80.8149 | 50.7316 | 50.7316 | 80.8149 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434318 | 378439 | -146323 | -230853 | -577184 | -45787 |
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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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