Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533687.1748 | 532486.9346 | 1200.2402 | 1615548.5884 | 2464598.9649 | -849050.3765 |
Total P&L (%) | 533.6872 | 532.4869 | 1.2002 | 1615.5486 | 2464.599 | -849.0504 |
Avg Daily Profit (%) | 0.2942 | 0.2935 | 0.0007 | 0.1568 | 0.179 | 0 |
Buy And Hold Return (%) | 550.7937 | 550.7937 | 550.7937 | 550.7937 | 550.7937 | 550.7937 |
Max Trade Drawdown | -149006 | -93522 | -123700 | -1324170 | -602081 | -1314720 |
Profit Factor | 1.5025 | 2.2569 | 1.0019 | 1.1773 | 1.6862 | 0.8462 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 149 | 86 | 63 | 149 | 86 | 63 |
Losing Trades | 180 | 79 | 101 | 180 | 79 | 101 |
Profitability (%) | 45.2888 | 52.1212 | 38.4146 | 45.2888 | 52.1212 | 38.4146 |
Ratio Avg Win / Avg Loss | 1.8151 | 2.0732 | 1.6062 | 1.4222 | 1.549 | 1.3566 |
Largest Winning Trade | 76909 | 70241 | 76909 | 666025 | 425594 | 666025 |
Largest Losing Trade | -31219 | -20322 | -31219 | -480118 | -312608 | -480118 |
Avg Bars in Trades | 64 | 27 | 100 | 64 | 27 | 100 |
Avg Bars in Winners | 95 | 29 | 184 | 95 | 29 | 184 |
Avg Bars in Losers | 38 | 26 | 47 | 38 | 26 | 47 |
Bars Traded | 21083 | 4609 | 16474 | 21083 | 4609 | 16474 |
Profit Streak | 1.1793 | 15.7627 | 0 | 1.1793 | 15.7627 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157402 | -151203 | -579251 | -23901 | 384987 | -583313 |
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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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