Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208385.6226 | 1228001.1428 | -19615.5201 | 431434.4463 | 856864.4207 | -425429.9743 |
Total P&L (%) | 1208.3856 | 1228.0011 | -19.6155 | 431.4344 | 856.8644 | -425.43 |
Avg Daily Profit (%) | 0.6668 | 0.6776 | -0.0108 | 0.0922 | 0.1247 | 0 |
Buy And Hold Return (%) | 507.2706 | 507.2706 | 507.2706 | 507.2706 | 507.2706 | 507.2706 |
Max Trade Drawdown | -143000 | -101026 | -64378 | -2427532 | -1716996 | -1065798 |
Profit Factor | 2.142 | 2.919 | 0.9531 | 1.0376 | 1.1216 | 0.9042 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 142 | 63 | 79 | 142 | 63 | 79 |
Losing Trades | 165 | 90 | 75 | 165 | 90 | 75 |
Profitability (%) | 46.2541 | 41.1765 | 51.2987 | 46.2541 | 41.1765 | 51.2987 |
Ratio Avg Win / Avg Loss | 2.489 | 4.17 | 0.9048 | 1.2056 | 1.6023 | 0.8585 |
Largest Winning Trade | 736368 | 736368 | 57165 | 2047574 | 2047574 | 474629 |
Largest Losing Trade | -29791 | -29791 | -21943 | -690568 | -690568 | -417887 |
Avg Bars in Trades | 33 | 49 | 17 | 33 | 49 | 17 |
Avg Bars in Winners | 42 | 70 | 20 | 42 | 70 | 20 |
Avg Bars in Losers | 26 | 35 | 15 | 26 | 35 | 15 |
Bars Traded | 10399 | 7648 | 2750 | 10399 | 7648 | 2750 |
Profit Streak | 0 | 67.7074 | 0 | 0 | 67.7074 | 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 | 428738 | 395408 | -580080 | -414689 | -123325 | -580080 |
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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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