Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532456.6635 | 468774.6493 | 63682.0142 | 227961.2961 | 1209901.7368 | -981940.4407 |
Total P&L (%) | 532.4567 | 468.7746 | 63.682 | 227.9613 | 1209.9017 | -981.9404 |
Avg Daily Profit (%) | 0.2556 | 0.225 | 0.0306 | 0.057 | 0.1236 | 0 |
Buy And Hold Return (%) | 75.1204 | 75.1204 | 75.1204 | 75.1204 | 75.1204 | 75.1204 |
Max Trade Drawdown | -195160 | -122580 | -142739 | -4175936 | -2644164 | -2395369 |
Profit Factor | 1.353 | 1.6733 | 1.0784 | 1.0167 | 1.1984 | 0.8705 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 216 | 103 | 113 | 216 | 103 | 113 |
Losing Trades | 180 | 95 | 85 | 180 | 95 | 85 |
Profitability (%) | 54.5455 | 52.0202 | 57.0707 | 54.5455 | 52.0202 | 57.0707 |
Ratio Avg Win / Avg Loss | 1.1275 | 1.5434 | 0.8112 | 0.8472 | 1.1053 | 0.6548 |
Largest Winning Trade | 90741 | 90741 | 60696 | 1597167 | 1597167 | 709475 |
Largest Losing Trade | -80251 | -34937 | -80251 | -1617394 | -852430 | -1617394 |
Avg Bars in Trades | 61 | 55 | 68 | 61 | 55 | 68 |
Avg Bars in Winners | 56 | 48 | 62 | 56 | 48 | 62 |
Avg Bars in Losers | 68 | 62 | 76 | 68 | 62 | 76 |
Bars Traded | 24522 | 10929 | 13593 | 24522 | 10929 | 13593 |
Profit Streak | 0 | 0 | 23.42 | 0 | 0 | 23.42 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416869 | 404683 | -451836 | -321057 | -29224 | -578834 |
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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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