Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257034.5782 | 1250594.2086 | 6440.3696 | 583352.4351 | 923539.72 | -340187.2849 |
Total P&L (%) | 1257.0346 | 1250.5942 | 6.4404 | 583.3524 | 923.5397 | -340.1873 |
Avg Daily Profit (%) | 0.6894 | 0.6858 | 0.0035 | 0.1054 | 0.1276 | 0 |
Buy And Hold Return (%) | 703.7247 | 703.7247 | 703.7247 | 703.7247 | 703.7247 | 703.7247 |
Max Trade Drawdown | -112082 | -119414 | -62345 | -2855635 | -2068764 | -1211190 |
Profit Factor | 2.1351 | 2.605 | 1.0196 | 1.0394 | 1.0875 | 0.9199 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 51.5789 | 48.5915 | 54.5455 | 51.5789 | 48.5915 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0044 | 2.756 | 0.8497 | 0.9758 | 1.1505 | 0.7666 |
Largest Winning Trade | 805054 | 805054 | 15603 | 2576722 | 2576722 | 193643 |
Largest Losing Trade | -41116 | -41116 | -17581 | -772025 | -772025 | -289788 |
Avg Bars in Trades | 24 | 43 | 6 | 24 | 43 | 6 |
Avg Bars in Winners | 27 | 52 | 5 | 27 | 52 | 5 |
Avg Bars in Losers | 21 | 34 | 6 | 21 | 34 | 6 |
Bars Traded | 7046 | 6166 | 880 | 7046 | 6166 | 880 |
Profit Streak | 0 | 88.5267 | 0 | 0 | 88.5267 | 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 | 357859 | 310165 | -553791 | -394446 | -215296 | -580086 |
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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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