Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432684.6152 | 576945.194 | -144260.5788 | -74897.3748 | 1606838.7804 | -1681736.1553 |
Total P&L (%) | 432.6846 | 576.9452 | -144.2606 | -74.8974 | 1606.8388 | -1681.7362 |
Avg Daily Profit (%) | 0.1904 | 0.2539 | -0.0635 | -0.0608 | 0.1249 | 0 |
Buy And Hold Return (%) | 134.3182 | 134.3182 | 134.3182 | 134.3182 | 134.3182 | 134.3182 |
Max Trade Drawdown | -246577 | -156122 | -234805 | -1743854 | -634926 | -1767070 |
Profit Factor | 1.3282 | 1.9603 | 0.7989 | 0.9851 | 1.8568 | 0.4687 |
Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
Winning Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Losing Trades | 194 | 96 | 98 | 194 | 96 | 98 |
Profitability (%) | 43.7681 | 44.5087 | 43.0233 | 43.7681 | 44.5087 | 43.0233 |
Ratio Avg Win / Avg Loss | 1.7064 | 2.444 | 1.0581 | 1.2657 | 2.315 | 0.6207 |
Largest Winning Trade | 274021 | 274021 | 55082 | 1296000 | 1296000 | 256767 |
Largest Losing Trade | -60271 | -31284 | -60271 | -688957 | -207589 | -688957 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 8772 | 4075 | 4696 | 8772 | 4075 | 4696 |
Profit Streak | 0 | 0 | 30.355 | 0 | 0 | 30.355 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 203412 | 315188 | -580199 | -579453 | -23783 | -581865 |
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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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