Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519832.8091 | 430511.0964 | 89321.7128 | 1664818.0413 | 3114108.5068 | -1449290.4654 |
Total P&L (%) | 519.8328 | 430.5111 | 89.3217 | 1664.818 | 3114.1085 | -1449.2905 |
Avg Daily Profit (%) | 0.2765 | 0.229 | 0.0475 | 0.1528 | 0.1848 | 0 |
Buy And Hold Return (%) | 175.6257 | 175.6257 | 175.6257 | 175.6257 | 175.6257 | 175.6257 |
Max Trade Drawdown | -91946 | -54715 | -119116 | -2428773 | -1181270 | -3273694 |
Profit Factor | 1.3576 | 1.6752 | 1.1095 | 1.0817 | 1.3759 | 0.8802 |
Total Trades | 485 | 242 | 243 | 485 | 242 | 243 |
Winning Trades | 271 | 138 | 133 | 271 | 138 | 133 |
Losing Trades | 214 | 104 | 110 | 214 | 104 | 110 |
Profitability (%) | 55.8763 | 57.0248 | 54.7325 | 55.8763 | 57.0248 | 54.7325 |
Ratio Avg Win / Avg Loss | 1.0721 | 1.2624 | 0.9176 | 0.8542 | 1.0369 | 0.728 |
Largest Winning Trade | 48657 | 48657 | 33825 | 657298 | 657298 | 381397 |
Largest Losing Trade | -35756 | -22446 | -35756 | -966004 | -698426 | -966004 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 14 | 10 | 17 | 14 | 10 | 17 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7379 | 3147 | 4232 | 7379 | 3147 | 4232 |
Profit Streak | 0 | 56.7613 | 0 | 0 | 56.7613 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343985 | 336608 | -395407 | -121147 | 423155 | -579170 |
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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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