Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145984.174 | 1337031.406 | -191047.232 | -92246.2132 | 536033.268 | -628279.4812 |
Total P&L (%) | 1145.9842 | 1337.0314 | -191.0472 | -92.2462 | 536.0333 | -628.2795 |
Avg Daily Profit (%) | 0.5502 | 0.642 | -0.0917 | -0.1227 | 0.0889 | 0 |
Buy And Hold Return (%) | 337.1916 | 337.1916 | 337.1916 | 337.1916 | 337.1916 | 337.1916 |
Max Trade Drawdown | -379480 | -208501 | -321920 | -869552 | -314543 | -662889 |
Profit Factor | 1.8194 | 2.8005 | 0.7088 | 0.9372 | 2.0589 | 0.3472 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 178 | 88 | 90 | 178 | 88 | 90 |
Profitability (%) | 42.3948 | 42.8571 | 41.9355 | 42.3948 | 42.8571 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.4721 | 3.7339 | 0.9814 | 1.2734 | 2.7452 | 0.4807 |
Largest Winning Trade | 1419211 | 1419211 | 40675 | 817231 | 817231 | 176823 |
Largest Losing Trade | -49559 | -46893 | -49559 | -433550 | -215982 | -433550 |
Avg Bars in Trades | 78 | 104 | 53 | 78 | 104 | 53 |
Avg Bars in Winners | 105 | 140 | 69 | 105 | 140 | 69 |
Avg Bars in Losers | 59 | 77 | 41 | 59 | 77 | 41 |
Bars Traded | 24362 | 16114 | 8248 | 24362 | 16114 | 8248 |
Profit Streak | 10.0436 | 0 | 10.1269 | 10.0436 | 0 | 10.1269 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397696 | 445708 | -582997 | -579790 | -82130 | -582997 |
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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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