Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074844.6367 | 1118312.8501 | -43468.2134 | 145299.7967 | 641989.0085 | -496689.2118 |
Total P&L (%) | 1074.8446 | 1118.3129 | -43.4682 | 145.2998 | 641.989 | -496.6892 |
Avg Daily Profit (%) | 0.5929 | 0.6169 | -0.024 | 0.0495 | 0.1106 | 0 |
Buy And Hold Return (%) | 521.24 | 521.24 | 521.24 | 521.24 | 521.24 | 521.24 |
Max Trade Drawdown | -158630 | -109145 | -90142 | -1352766 | -1055952 | -725603 |
Profit Factor | 1.8807 | 2.5039 | 0.9088 | 1.0204 | 1.1476 | 0.8217 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 158 | 78 | 80 | 158 | 78 | 80 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 50.8039 | 50.3226 | 51.2821 | 50.8039 | 50.3226 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.8212 | 2.4718 | 0.8634 | 0.9881 | 1.1329 | 0.7806 |
Largest Winning Trade | 711298 | 711298 | 41626 | 1172919 | 1172919 | 293584 |
Largest Losing Trade | -38891 | -38891 | -34209 | -287824 | -270918 | -287824 |
Avg Bars in Trades | 22 | 35 | 10 | 22 | 35 | 10 |
Avg Bars in Winners | 26 | 41 | 11 | 26 | 41 | 11 |
Avg Bars in Losers | 19 | 29 | 9 | 19 | 29 | 9 |
Bars Traded | 7110 | 5494 | 1616 | 7110 | 5494 | 1616 |
Profit Streak | 0 | 11.3597 | 0 | 0 | 11.3597 | 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 | 377985 | 409962 | -580072 | -490349 | -195811 | -580072 |
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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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