Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454952.8556 | 458295.7104 | -3342.8548 | 138281.7925 | 244148.0068 | -105866.2143 |
Total P&L (%) | 454.9529 | 458.2957 | -3.3429 | 138.2818 | 244.148 | -105.8662 |
Avg Daily Profit (%) | 0.2812 | 0.2832 | -0.0021 | 0.0537 | 0.0764 | 0 |
Buy And Hold Return (%) | 25.3349 | 25.3349 | 25.3349 | 25.3349 | 25.3349 | 25.3349 |
Max Trade Drawdown | -176287 | -199863 | -88991 | -1377390 | -1302435 | -380472 |
Profit Factor | 1.4122 | 1.6268 | 0.991 | 1.0292 | 1.07 | 0.9157 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 198 | 111 | 87 | 198 | 111 | 87 |
Losing Trades | 139 | 57 | 82 | 139 | 57 | 82 |
Profitability (%) | 58.7537 | 66.0714 | 51.4793 | 58.7537 | 66.0714 | 51.4793 |
Ratio Avg Win / Avg Loss | 0.9914 | 0.8354 | 0.9341 | 0.7225 | 0.5495 | 0.863 |
Largest Winning Trade | 79024 | 79024 | 16711 | 507816 | 507816 | 115678 |
Largest Losing Trade | -83088 | -83088 | -22784 | -1099517 | -1099517 | -111401 |
Avg Bars in Trades | 55 | 102 | 9 | 55 | 102 | 9 |
Avg Bars in Winners | 33 | 52 | 10 | 33 | 52 | 10 |
Avg Bars in Losers | 87 | 199 | 8 | 87 | 199 | 8 |
Bars Traded | 18826 | 17152 | 1674 | 18826 | 17152 | 1674 |
Profit Streak | 510.4305 | 510.5138 | 510.4305 | 510.4305 | 510.5138 | 510.4305 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420049 | 432093 | -579018 | -308131 | -232730 | -579018 |
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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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