Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256314.1592 | 1283198.7514 | -26884.5923 | 217828.7332 | 410930.0024 | -193101.2692 |
Total P&L (%) | 1256.3142 | 1283.1988 | -26.8846 | 217.8287 | 410.93 | -193.1013 |
Avg Daily Profit (%) | 0.6031 | 0.616 | -0.0129 | 0.0555 | 0.0783 | 0 |
Buy And Hold Return (%) | 225.3284 | 225.3284 | 225.3284 | 225.3284 | 225.3284 | 225.3284 |
Max Trade Drawdown | -151702 | -159614 | -73023 | -568609 | -377290 | -233725 |
Profit Factor | 2.2615 | 3.0472 | 0.9272 | 1.1184 | 1.3533 | 0.7149 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 201 | 105 | 96 | 201 | 105 | 96 |
Profitability (%) | 43.5393 | 41.0112 | 46.0674 | 43.5393 | 41.0112 | 46.0674 |
Ratio Avg Win / Avg Loss | 2.9327 | 4.383 | 1.0855 | 1.4503 | 1.9466 | 0.837 |
Largest Winning Trade | 809222 | 809222 | 41477 | 483266 | 483266 | 59619 |
Largest Losing Trade | -50674 | -30286 | -50674 | -139096 | -139096 | -113331 |
Avg Bars in Trades | 68 | 115 | 21 | 68 | 115 | 21 |
Avg Bars in Winners | 73 | 121 | 30 | 73 | 121 | 30 |
Avg Bars in Losers | 65 | 111 | 14 | 65 | 111 | 14 |
Bars Traded | 24524 | 20627 | 3897 | 24524 | 20627 | 3897 |
Profit Streak | 4.1465 | 4.1465 | 4.7299 | 4.1465 | 4.1465 | 4.7299 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524361 | 480316 | -579523 | -375149 | -98106 | -581189 |
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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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