Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570012.887 | 512823.9461 | 57188.9409 | -945744.2705 | -1170378.6749 | 224634.4044 |
Total P&L (%) | 570.0129 | 512.8239 | 57.1889 | -945.7443 | -1170.3787 | 224.6344 |
Avg Daily Profit (%) | 0.2736 | 0.2462 | 0.0275 | 0 | 0 | 0.0565 |
Buy And Hold Return (%) | 50.796 | 50.796 | 50.796 | 50.796 | 50.796 | 50.796 |
Max Trade Drawdown | -198021 | -87277 | -177514 | -5924259 | -3309898 | -3063373 |
Profit Factor | 1.4277 | 1.8051 | 1.0822 | 0.9375 | 0.8491 | 1.0304 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 191 | 92 | 99 | 191 | 103 | 88 |
Losing Trades | 173 | 90 | 83 | 173 | 79 | 94 |
Profitability (%) | 52.4725 | 50.5495 | 54.3956 | 52.4725 | 56.5934 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.2932 | 1.7659 | 0.9073 | 0.8492 | 0.6512 | 1.1007 |
Largest Winning Trade | 230555 | 230555 | 29857 | 1324584 | 539419 | 1324584 |
Largest Losing Trade | -133389 | -28978 | -133389 | -868427 | -868427 | -587358 |
Avg Bars in Trades | 67 | 72 | 62 | 67 | 72 | 62 |
Avg Bars in Winners | 74 | 82 | 66 | 63 | 66 | 59 |
Avg Bars in Losers | 60 | 63 | 56 | 72 | 80 | 64 |
Bars Traded | 24604 | 13279 | 11325 | 24604 | 13279 | 11325 |
Profit Streak | 10.9602 | 0 | 14.2102 | 0 | 38.4602 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446294 | 443706 | -413031 | -578554 | -578537 | -306573 |
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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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