Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797328.4258 | 760223.124 | 37105.3018 | 1731421.1773 | 4375959.8285 | -2644538.6512 |
Total P&L (%) | 797.3284 | 760.2231 | 37.1053 | 1731.4212 | 4375.9598 | -2644.5387 |
Avg Daily Profit (%) | 0.4395 | 0.4191 | 0.0205 | 0.1604 | 0.2098 | 0 |
Buy And Hold Return (%) | 629.9863 | 629.9863 | 629.9863 | 629.9863 | 629.9863 | 629.9863 |
Max Trade Drawdown | -109254 | -94829 | -77986 | -5756360 | -3408402 | -4261111 |
Profit Factor | 1.7475 | 2.346 | 1.0739 | 1.0559 | 1.2736 | 0.8235 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Profitability (%) | 50.5792 | 50 | 51.1628 | 50.5792 | 50 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.7075 | 2.346 | 1.0251 | 1.0317 | 1.2736 | 0.7861 |
Largest Winning Trade | 300672 | 300672 | 55466 | 3170529 | 3170529 | 1076198 |
Largest Losing Trade | -34196 | -31082 | -34196 | -1429009 | -925381 | -1429009 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5261 | 2868 | 2393 | 5261 | 2868 | 2393 |
Profit Streak | 4.7908 | 7.7908 | 0 | 4.7908 | 7.7908 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67511 | -86338 | -470289 | -152448 | 315112 | -580561 |
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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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