Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841454.9245 | 817021.0152 | 24433.9093 | 867202.1537 | 5719454.7892 | -4852252.6355 |
Total P&L (%) | 841.4549 | 817.021 | 24.4339 | 867.2022 | 5719.4548 | -4852.2526 |
Avg Daily Profit (%) | 0.4603 | 0.447 | 0.0134 | 0.1242 | 0.2226 | 0 |
Buy And Hold Return (%) | 713.1635 | 713.1635 | 713.1635 | 713.1635 | 713.1635 | 713.1635 |
Max Trade Drawdown | -188328 | -116541 | -127733 | -8133417 | -5385150 | -6129972 |
Profit Factor | 1.6723 | 2.3248 | 1.0385 | 1.024 | 1.3433 | 0.7507 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 163 | 76 | 87 | 163 | 76 | 87 |
Losing Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Profitability (%) | 49.2447 | 46.0606 | 52.4096 | 49.2447 | 46.0606 | 52.4096 |
Ratio Avg Win / Avg Loss | 1.7236 | 2.7224 | 0.943 | 1.0554 | 1.5731 | 0.6817 |
Largest Winning Trade | 284797 | 284797 | 54171 | 5777964 | 5777964 | 1148443 |
Largest Losing Trade | -65047 | -30694 | -65047 | -3662021 | -1415548 | -3662021 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 82 | 80 | 84 | 82 | 80 | 84 |
Avg Bars in Losers | 48 | 43 | 55 | 48 | 43 | 55 |
Bars Traded | 21664 | 9947 | 11717 | 21664 | 9947 | 11717 |
Profit Streak | 0 | 29.4191 | 0 | 0 | 29.4191 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94944 | -106113 | -519993 | -318024 | 341000 | -580151 |
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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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