Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713028.1297 | 603944.4201 | 109083.7096 | 728504.7542 | 2667557.461 | -1939052.7068 |
Total P&L (%) | 713.0281 | 603.9444 | 109.0837 | 728.5048 | 2667.5575 | -1939.0527 |
Avg Daily Profit (%) | 0.3774 | 0.3196 | 0.0577 | 0.112 | 0.1759 | 0 |
Buy And Hold Return (%) | 21.9786 | 21.9786 | 21.9786 | 21.9786 | 21.9786 | 21.9786 |
Max Trade Drawdown | -178573 | -99147 | -125557 | -4050445 | -1338426 | -4287130 |
Profit Factor | 1.3384 | 1.567 | 1.1047 | 1.037 | 1.3229 | 0.8304 |
Total Trades | 567 | 283 | 284 | 567 | 283 | 284 |
Winning Trades | 317 | 156 | 161 | 317 | 156 | 161 |
Losing Trades | 250 | 127 | 123 | 250 | 127 | 123 |
Profitability (%) | 55.9083 | 55.1237 | 56.6901 | 55.9083 | 55.1237 | 56.6901 |
Ratio Avg Win / Avg Loss | 1.0555 | 1.2757 | 0.844 | 0.8178 | 1.077 | 0.6344 |
Largest Winning Trade | 115625 | 115625 | 27935 | 731409 | 731409 | 568906 |
Largest Losing Trade | -54896 | -38634 | -54896 | -2247317 | -656284 | -2247317 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 5 | 6 | 6 | 5 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3774 | 1898 | 1876 | 3774 | 1898 | 1876 |
Profit Streak | 7.7764 | 0 | 21.2764 | 7.7764 | 0 | 21.2764 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523983 | 455131 | -221081 | -219915 | 357194 | -577650 |
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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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