Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557460.2044 | 486142.6211 | 71317.5833 | 685340.3442 | 788885.1325 | -103544.7883 |
Total P&L (%) | 557.4602 | 486.1426 | 71.3176 | 685.3403 | 788.8851 | -103.5448 |
Avg Daily Profit (%) | 0.2677 | 0.2334 | 0.0342 | 0.099 | 0.105 | 0 |
Buy And Hold Return (%) | 76.3623 | 76.3623 | 76.3623 | 76.3623 | 76.3623 | 76.3623 |
Max Trade Drawdown | -126006 | -87701 | -81560 | -2997716 | -1897182 | -1743029 |
Profit Factor | 1.5203 | 1.8467 | 1.1434 | 1.0443 | 1.0968 | 0.9858 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 147 | 65 | 82 | 147 | 65 | 82 |
Losing Trades | 250 | 133 | 117 | 250 | 133 | 117 |
Profitability (%) | 37.0277 | 32.8283 | 41.206 | 37.0277 | 32.8283 | 41.206 |
Ratio Avg Win / Avg Loss | 2.5855 | 3.7785 | 1.6314 | 1.7761 | 2.2443 | 1.4066 |
Largest Winning Trade | 183936 | 183936 | 38328 | 1874664 | 1874664 | 470005 |
Largest Losing Trade | -20080 | -17161 | -20080 | -663624 | -437056 | -663624 |
Avg Bars in Trades | 62 | 55 | 69 | 62 | 55 | 69 |
Avg Bars in Winners | 104 | 101 | 107 | 104 | 101 | 107 |
Avg Bars in Losers | 37 | 32 | 42 | 37 | 32 | 42 |
Bars Traded | 24722 | 10962 | 13759 | 24722 | 10962 | 13759 |
Profit Streak | 14.4514 | 0 | 15.2014 | 14.4514 | 0 | 15.2014 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316050 | 172499 | -376949 | -233397 | -171567 | -581460 |
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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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