Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746313.38 | 714922.986 | 31390.394 | -189566.2407 | 761554.5865 | -951120.8272 |
Total P&L (%) | 746.3134 | 714.923 | 31.3904 | -189.5662 | 761.5546 | -951.1208 |
Avg Daily Profit (%) | 0.2983 | 0.2857 | 0.0125 | 0 | 0.0861 | 0 |
Buy And Hold Return (%) | 237.6707 | 237.6707 | 237.6707 | 237.6707 | 237.6707 | 237.6707 |
Max Trade Drawdown | -161500 | -71186 | -185845 | -1135131 | -183595 | -1061361 |
Profit Factor | 1.7316 | 2.617 | 1.0543 | 0.903 | 2.5093 | 0.3442 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 132 | 58 | 74 | 131 | 80 | 51 |
Losing Trades | 133 | 75 | 58 | 134 | 53 | 81 |
Profitability (%) | 49.8113 | 43.609 | 56.0606 | 49.434 | 60.1504 | 38.6364 |
Ratio Avg Win / Avg Loss | 1.7447 | 3.3841 | 0.8264 | 0.9237 | 1.6624 | 0.5466 |
Largest Winning Trade | 339842 | 339842 | 51476 | 635020 | 635020 | 90834 |
Largest Losing Trade | -102964 | -34208 | -102964 | -594995 | -160961 | -594995 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 43 | 44 | 42 | 32 | 33 | 30 |
Avg Bars in Losers | 29 | 27 | 31 | 40 | 38 | 42 |
Bars Traded | 9682 | 4675 | 5007 | 9682 | 4675 | 5007 |
Profit Streak | 0 | 0 | 85.1233 | 2.3733 | 66.3733 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377511 | 286945 | -502767 | -581344 | -73636 | -585401 |
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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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