Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860373.8178 | 715924.8246 | 144448.9932 | 953054.4894 | 1249477.9238 | -296423.4344 |
Total P&L (%) | 860.3738 | 715.9248 | 144.449 | 953.0545 | 1249.4779 | -296.4234 |
Avg Daily Profit (%) | 0.4648 | 0.3867 | 0.078 | 0.1273 | 0.1407 | 0 |
Buy And Hold Return (%) | 208.7106 | 208.7106 | 208.7106 | 208.7106 | 208.7106 | 208.7106 |
Max Trade Drawdown | -173502 | -141421 | -148346 | -3678872 | -1311260 | -3189322 |
Profit Factor | 1.6146 | 2.1026 | 1.1924 | 1.0984 | 1.301 | 0.9464 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 193 | 98 | 95 | 193 | 98 | 95 |
Losing Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Profitability (%) | 64.9832 | 66.2162 | 63.7584 | 64.9832 | 66.2162 | 63.7584 |
Ratio Avg Win / Avg Loss | 0.87 | 1.0727 | 0.6778 | 0.5919 | 0.6638 | 0.538 |
Largest Winning Trade | 92229 | 92229 | 61277 | 870336 | 394811 | 870336 |
Largest Losing Trade | -94606 | -36689 | -94606 | -3084864 | -864914 | -3084864 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 59 | 60 | 57 | 59 | 60 | 57 |
Avg Bars in Losers | 99 | 101 | 97 | 99 | 101 | 97 |
Bars Traded | 21785 | 11056 | 10729 | 21785 | 11056 | 10729 |
Profit Streak | 0 | 36.0249 | 0 | 0 | 36.0249 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430612 | 441907 | -263442 | -134879 | -4591 | -579154 |
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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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