Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523774.8173 | 516061.6564 | 7713.1609 | 53502.0887 | 2139051.2744 | -2085549.1857 |
Total P&L (%) | 523.7748 | 516.0617 | 7.7132 | 53.5021 | 2139.0513 | -2085.5492 |
Avg Daily Profit (%) | 0.3237 | 0.319 | 0.0048 | 0.0265 | 0.1923 | 0 |
Buy And Hold Return (%) | 22.1755 | 22.1755 | 22.1755 | 22.1755 | 22.1755 | 22.1755 |
Max Trade Drawdown | -184926 | -92405 | -177550 | -3232842 | -1432890 | -2940148 |
Profit Factor | 1.4388 | 1.9989 | 1.0114 | 1.0062 | 1.6835 | 0.6182 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 45.6731 | 45.1923 | 46.1538 | 45.6731 | 45.1923 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7114 | 2.4242 | 1.18 | 1.1969 | 2.0417 | 0.7212 |
Largest Winning Trade | 148918 | 148918 | 52443 | 991567 | 991567 | 643212 |
Largest Losing Trade | -65728 | -32086 | -65728 | -1094708 | -229076 | -1094708 |
Avg Bars in Trades | 91 | 95 | 88 | 91 | 95 | 88 |
Avg Bars in Winners | 121 | 127 | 114 | 121 | 127 | 114 |
Avg Bars in Losers | 67 | 68 | 65 | 67 | 68 | 65 |
Bars Traded | 19127 | 9929 | 9198 | 19127 | 9929 | 9198 |
Profit Streak | 480.5137 | 0 | 498.347 | 480.5137 | 0 | 498.347 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400634 | 385405 | -561037 | -375311 | 324528 | -581590 |
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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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