Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086256.744 | 1101904.5623 | -15647.8183 | 510393.0135 | 1618793.9961 | -1108400.9826 |
Total P&L (%) | 1086.2567 | 1101.9046 | -15.6478 | 510.393 | 1618.794 | -1108.401 |
Avg Daily Profit (%) | 0.5984 | 0.6071 | -0.0086 | 0.0997 | 0.1568 | 0 |
Buy And Hold Return (%) | 568.2567 | 568.2567 | 568.2567 | 568.2567 | 568.2567 | 568.2567 |
Max Trade Drawdown | -111179 | -73663 | -113540 | -2026712 | -1150556 | -1169746 |
Profit Factor | 1.7912 | 2.7414 | 0.9789 | 1.04 | 1.2722 | 0.8376 |
Total Trades | 510 | 255 | 255 | 510 | 255 | 255 |
Winning Trades | 226 | 110 | 116 | 226 | 110 | 116 |
Losing Trades | 284 | 145 | 139 | 284 | 145 | 139 |
Profitability (%) | 44.3137 | 43.1373 | 45.4902 | 44.3137 | 43.1373 | 45.4902 |
Ratio Avg Win / Avg Loss | 2.2509 | 3.6137 | 1.1729 | 1.3068 | 1.677 | 1.0037 |
Largest Winning Trade | 668674 | 668674 | 67849 | 1798643 | 1798643 | 423137 |
Largest Losing Trade | -34991 | -17539 | -34991 | -352675 | -333879 | -352675 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 63 | 54 | 71 | 63 | 54 | 71 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 21482 | 9723 | 11759 | 21482 | 9723 | 11759 |
Profit Streak | 6.6522 | 6.6522 | 8.4855 | 6.6522 | 6.6522 | 8.4855 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338056 | 297033 | -578963 | -399773 | 152850 | -578963 |
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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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