Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629299.4432 | 666402.5041 | -37103.0609 | 124498.3851 | 562040.299 | -437541.9138 |
Total P&L (%) | 629.2994 | 666.4025 | -37.1031 | 124.4984 | 562.0403 | -437.5419 |
Avg Daily Profit (%) | 0.2515 | 0.2663 | -0.0148 | 0.0323 | 0.0756 | 0 |
Buy And Hold Return (%) | 280.5157 | 280.5157 | 280.5157 | 280.5157 | 280.5157 | 280.5157 |
Max Trade Drawdown | -232769 | -105367 | -152986 | -3388017 | -1730662 | -2009527 |
Profit Factor | 1.4357 | 1.9129 | 0.9481 | 1.0089 | 1.0771 | 0.9346 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Losing Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Profitability (%) | 45.7346 | 45.9716 | 45.4976 | 45.7346 | 45.9716 | 45.4976 |
Ratio Avg Win / Avg Loss | 1.7035 | 2.2482 | 1.1357 | 1.1971 | 1.2658 | 1.1196 |
Largest Winning Trade | 339844 | 339844 | 42827 | 1267985 | 1267985 | 417229 |
Largest Losing Trade | -46070 | -34735 | -46070 | -910340 | -623978 | -910340 |
Avg Bars in Trades | 34 | 27 | 41 | 34 | 27 | 41 |
Avg Bars in Winners | 46 | 33 | 59 | 46 | 33 | 59 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 14763 | 5906 | 8858 | 14763 | 5906 | 8858 |
Profit Streak | 41.7895 | 41.7895 | 44.7895 | 41.7895 | 41.7895 | 44.7895 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266707 | 310135 | -578819 | -524041 | -233469 | -578819 |
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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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