Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390976.5672 | 452435.0787 | -61458.5115 | -117103.3415 | 2051522.8114 | -2168626.1529 |
Total P&L (%) | 390.9766 | 452.4351 | -61.4585 | -117.1033 | 2051.5228 | -2168.6262 |
Avg Daily Profit (%) | 0.2416 | 0.2796 | -0.038 | 0 | 0.1898 | 0 |
Buy And Hold Return (%) | 31.4118 | 31.4118 | 31.4118 | 31.4118 | 31.4118 | 31.4118 |
Max Trade Drawdown | -359896 | -218363 | -239283 | -7354031 | -2947800 | -5514116 |
Profit Factor | 1.256 | 1.5724 | 0.9166 | 0.9921 | 1.3221 | 0.7448 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 134 | 61 | 73 | 153 | 84 | 69 |
Losing Trades | 172 | 92 | 80 | 153 | 69 | 84 |
Profitability (%) | 43.7909 | 39.8693 | 47.7124 | 50 | 54.902 | 45.098 |
Ratio Avg Win / Avg Loss | 1.6122 | 2.3715 | 1.0045 | 0.9921 | 1.086 | 0.9067 |
Largest Winning Trade | 111697 | 111697 | 49580 | 2441687 | 2441687 | 2422385 |
Largest Losing Trade | -112985 | -50736 | -112985 | -1108003 | -1000882 | -1108003 |
Avg Bars in Trades | 63 | 65 | 60 | 63 | 65 | 60 |
Avg Bars in Winners | 74 | 85 | 65 | 66 | 68 | 62 |
Avg Bars in Losers | 54 | 52 | 56 | 60 | 61 | 59 |
Bars Traded | 19341 | 10037 | 9304 | 19341 | 10037 | 9304 |
Profit Streak | 0 | 0 | 497.8942 | 472.5609 | 483.7275 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291200 | 268846 | -578418 | -578593 | 360442 | -582438 |
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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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