Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084705.8536 | 1148641.4594 | -63935.6057 | 119902.8277 | 357269.3311 | -237366.5034 |
Total P&L (%) | 1084.7059 | 1148.6415 | -63.9356 | 119.9028 | 357.2693 | -237.3665 |
Avg Daily Profit (%) | 0.5982 | 0.6335 | -0.0353 | 0.0435 | 0.0839 | 0 |
Buy And Hold Return (%) | 539.9779 | 539.9779 | 539.9779 | 539.9779 | 539.9779 | 539.9779 |
Max Trade Drawdown | -166816 | -126040 | -87478 | -681611 | -652663 | -358373 |
Profit Factor | 1.9605 | 2.6585 | 0.8536 | 1.0272 | 1.1299 | 0.8562 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 146 | 64 | 82 | 146 | 64 | 82 |
Losing Trades | 173 | 95 | 78 | 173 | 95 | 78 |
Profitability (%) | 45.768 | 40.2516 | 51.25 | 45.768 | 40.2516 | 51.25 |
Ratio Avg Win / Avg Loss | 2.3231 | 3.9462 | 0.812 | 1.2172 | 1.6771 | 0.8145 |
Largest Winning Trade | 669559 | 669559 | 57781 | 468072 | 468072 | 206474 |
Largest Losing Trade | -42788 | -42788 | -23902 | -208946 | -208946 | -129275 |
Avg Bars in Trades | 32 | 50 | 15 | 32 | 50 | 15 |
Avg Bars in Winners | 39 | 70 | 16 | 39 | 70 | 16 |
Avg Bars in Losers | 26 | 36 | 14 | 26 | 36 | 14 |
Bars Traded | 10401 | 7955 | 2446 | 10401 | 7955 | 2446 |
Profit Streak | 0 | 73.9235 | 0 | 0 | 73.9235 | 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 | 300876 | 296110 | -580055 | -491168 | -325865 | -580055 |
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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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