Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715021.1212 | 656570.3248 | 58450.7963 | 3682867.0648 | 5023006.9815 | -1340139.9167 |
Total P&L (%) | 715.0211 | 656.5703 | 58.4508 | 3682.8671 | 5023.007 | -1340.1399 |
Avg Daily Profit (%) | 0.3919 | 0.3599 | 0.032 | 0.1993 | 0.216 | 0 |
Buy And Hold Return (%) | 729.449 | 729.449 | 729.449 | 729.449 | 729.449 | 729.449 |
Max Trade Drawdown | -77534 | -70230 | -86846 | -4716473 | -3704049 | -3446012 |
Profit Factor | 1.578 | 2.0702 | 1.0937 | 1.1303 | 1.37 | 0.9087 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 198 | 103 | 95 | 198 | 103 | 95 |
Losing Trades | 172 | 82 | 90 | 172 | 82 | 90 |
Profitability (%) | 53.5135 | 55.6757 | 51.3514 | 53.5135 | 55.6757 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.3708 | 1.6481 | 1.0362 | 0.9819 | 1.0907 | 0.8609 |
Largest Winning Trade | 110025 | 110025 | 76317 | 1867263 | 1867263 | 1448060 |
Largest Losing Trade | -41487 | -39970 | -41487 | -1657524 | -1126211 | -1657524 |
Avg Bars in Trades | 58 | 52 | 63 | 58 | 52 | 63 |
Avg Bars in Winners | 59 | 44 | 74 | 59 | 44 | 74 |
Avg Bars in Losers | 57 | 62 | 52 | 57 | 62 | 52 |
Bars Traded | 21525 | 9725 | 11800 | 21525 | 9725 | 11800 |
Profit Streak | 0 | 21.6552 | 0 | 0 | 21.6552 | 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 | -151926 | -150738 | -432681 | -69717 | 371126 | -580189 |
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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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