Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958117.6553 | 945879.8913 | 12237.764 | 1054389.0957 | 2393152.6302 | -1338763.5344 |
Total P&L (%) | 958.1177 | 945.8799 | 12.2378 | 1054.3891 | 2393.1526 | -1338.7635 |
Avg Daily Profit (%) | 0.5286 | 0.5219 | 0.0068 | 0.1351 | 0.1776 | 0 |
Buy And Hold Return (%) | 580.114 | 580.114 | 580.114 | 580.114 | 580.114 | 580.114 |
Max Trade Drawdown | -239566 | -149148 | -149791 | -2362885 | -699281 | -1747141 |
Profit Factor | 1.7452 | 2.489 | 1.0188 | 1.1156 | 1.5813 | 0.7324 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 48.7455 | 46.4286 | 51.0791 | 48.7455 | 46.4286 | 51.0791 |
Ratio Avg Win / Avg Loss | 1.835 | 2.8719 | 0.9758 | 1.173 | 1.8246 | 0.7015 |
Largest Winning Trade | 360884 | 360884 | 63434 | 1917705 | 1917705 | 268147 |
Largest Losing Trade | -39233 | -34643 | -39233 | -621493 | -280965 | -621493 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 3511 | 1884 | 1626 | 3511 | 1884 | 1626 |
Profit Streak | 21.6025 | 38.6025 | 21.6025 | 21.6025 | 38.6025 | 21.6025 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275756 | 227406 | -550296 | -111067 | 316293 | -579995 |
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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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