Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508861.3854 | 489559.1849 | 19302.2005 | 100742.1943 | 2712567.9432 | -2611825.749 |
Total P&L (%) | 508.8614 | 489.5592 | 19.3022 | 100.7422 | 2712.5679 | -2611.8257 |
Avg Daily Profit (%) | 0.2443 | 0.235 | 0.0093 | 0.0335 | 0.1603 | 0 |
Buy And Hold Return (%) | 81.7306 | 81.7306 | 81.7306 | 81.7306 | 81.7306 | 81.7306 |
Max Trade Drawdown | -251529 | -101247 | -165612 | -5816025 | -1227636 | -4682258 |
Profit Factor | 1.357 | 1.7172 | 1.026 | 1.0062 | 1.4274 | 0.7343 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Losing Trades | 223 | 115 | 108 | 223 | 115 | 108 |
Profitability (%) | 41.7755 | 39.7906 | 43.75 | 41.7755 | 39.7906 | 43.75 |
Ratio Avg Win / Avg Loss | 1.8913 | 2.5984 | 1.3191 | 1.4024 | 2.16 | 0.9441 |
Largest Winning Trade | 244423 | 244423 | 41780 | 2379523 | 2379523 | 821487 |
Largest Losing Trade | -68166 | -29192 | -68166 | -4053406 | -357843 | -4053406 |
Avg Bars in Trades | 64 | 67 | 61 | 64 | 67 | 61 |
Avg Bars in Winners | 88 | 91 | 86 | 88 | 91 | 86 |
Avg Bars in Losers | 47 | 52 | 42 | 47 | 52 | 42 |
Bars Traded | 24778 | 12942 | 11836 | 24778 | 12942 | 11836 |
Profit Streak | 11.2648 | 0 | 40.9315 | 11.2648 | 0 | 40.9315 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319822 | 251133 | -538723 | -455834 | 221281 | -581333 |
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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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