Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651376.3089 | 643564.5648 | 7811.744 | 466618.141 | 1052584.2607 | -585966.1196 |
Total P&L (%) | 651.3763 | 643.5646 | 7.8117 | 466.6181 | 1052.5843 | -585.9661 |
Avg Daily Profit (%) | 0.2605 | 0.2573 | 0.0031 | 0.0694 | 0.0978 | 0 |
Buy And Hold Return (%) | 318.1784 | 318.1784 | 318.1784 | 318.1784 | 318.1784 | 318.1784 |
Max Trade Drawdown | -128641 | -75602 | -87557 | -1727327 | -946067 | -1127921 |
Profit Factor | 1.6431 | 2.2853 | 1.0153 | 1.0533 | 1.2417 | 0.8667 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 186 | 94 | 92 | 186 | 94 | 92 |
Losing Trades | 180 | 89 | 91 | 180 | 89 | 91 |
Profitability (%) | 50.8197 | 51.3661 | 50.2732 | 50.8197 | 51.3661 | 50.2732 |
Ratio Avg Win / Avg Loss | 1.5901 | 2.1637 | 1.0042 | 1.0193 | 1.1756 | 0.8573 |
Largest Winning Trade | 479144 | 479144 | 35358 | 1378440 | 1378440 | 378639 |
Largest Losing Trade | -34211 | -28130 | -34211 | -519941 | -519941 | -490816 |
Avg Bars in Trades | 40 | 35 | 44 | 40 | 35 | 44 |
Avg Bars in Winners | 52 | 43 | 62 | 52 | 43 | 62 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 14755 | 6554 | 8202 | 14755 | 6554 | 8202 |
Profit Streak | 17.152 | 17.152 | 17.9854 | 17.152 | 17.152 | 17.9854 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314149 | 295163 | -556253 | -279177 | -63042 | -578864 |
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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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