Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653822.3511 | 613831.3372 | 39991.0139 | 2219763.943 | 4982557.0629 | -2762793.1199 |
Total P&L (%) | 653.8224 | 613.8313 | 39.991 | 2219.7639 | 4982.5571 | -2762.7931 |
Avg Daily Profit (%) | 0.3593 | 0.3373 | 0.022 | 0.1729 | 0.2161 | 0 |
Buy And Hold Return (%) | 668.8736 | 668.8736 | 668.8736 | 668.8736 | 668.8736 | 668.8736 |
Max Trade Drawdown | -133276 | -82968 | -80956 | -7963179 | -4827176 | -3675732 |
Profit Factor | 1.4735 | 1.8571 | 1.0602 | 1.0624 | 1.2696 | 0.8384 |
Total Trades | 393 | 196 | 197 | 393 | 196 | 197 |
Winning Trades | 194 | 96 | 98 | 194 | 96 | 98 |
Losing Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Profitability (%) | 49.3639 | 48.9796 | 49.7462 | 49.3639 | 48.9796 | 49.7462 |
Ratio Avg Win / Avg Loss | 1.5115 | 1.9345 | 1.071 | 1.0898 | 1.3225 | 0.847 |
Largest Winning Trade | 78986 | 78986 | 72847 | 1876116 | 1876116 | 1042925 |
Largest Losing Trade | -40486 | -29727 | -40486 | -1534740 | -1534740 | -1003142 |
Avg Bars in Trades | 55 | 51 | 58 | 55 | 51 | 58 |
Avg Bars in Winners | 59 | 51 | 66 | 59 | 51 | 66 |
Avg Bars in Losers | 50 | 52 | 49 | 50 | 52 | 49 |
Bars Traded | 21650 | 10183 | 11467 | 21650 | 10183 | 11467 |
Profit Streak | 0 | 20.2847 | 0 | 0 | 20.2847 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152316 | -152413 | -483241 | -145120 | 313254 | -580400 |
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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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