Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740489.789 | 729841.938 | 10647.851 | 233358.094 | 1992157.8297 | -1758799.7356 |
Total P&L (%) | 740.4898 | 729.8419 | 10.6479 | 233.3581 | 1992.1578 | -1758.7997 |
Avg Daily Profit (%) | 0.3271 | 0.3224 | 0.0047 | 0.0532 | 0.1344 | 0 |
Buy And Hold Return (%) | 100.9831 | 100.9831 | 100.9831 | 100.9831 | 100.9831 | 100.9831 |
Max Trade Drawdown | -129339 | -110500 | -137109 | -3110872 | -1222761 | -2193921 |
Profit Factor | 1.5187 | 1.9727 | 1.0157 | 1.0188 | 1.3466 | 0.7362 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 109 | 46 | 63 | 109 | 46 | 63 |
Losing Trades | 174 | 95 | 79 | 174 | 95 | 79 |
Profitability (%) | 38.5159 | 32.6241 | 44.3662 | 38.5159 | 32.6241 | 44.3662 |
Ratio Avg Win / Avg Loss | 2.4244 | 4.074 | 1.2737 | 1.6263 | 2.7811 | 0.9232 |
Largest Winning Trade | 324895 | 324895 | 51047 | 1787335 | 1787335 | 604914 |
Largest Losing Trade | -40267 | -23152 | -40267 | -1114242 | -398704 | -1114242 |
Avg Bars in Trades | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Winners | 78 | 88 | 71 | 78 | 88 | 71 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 13539 | 6634 | 6905 | 13539 | 6634 | 6905 |
Profit Streak | 13.9929 | 0 | 15.8262 | 13.9929 | 0 | 15.8262 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333594 | 212165 | -557333 | -327816 | -18634 | -582567 |
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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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