Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524690.3467 | 566073.1407 | -41382.7939 | 114264.2466 | 1854265.8338 | -1740001.5871 |
Total P&L (%) | 524.6903 | 566.0731 | -41.3828 | 114.2642 | 1854.2658 | -1740.0016 |
Avg Daily Profit (%) | 0.2886 | 0.3113 | -0.0228 | 0.0419 | 0.1636 | 0 |
Buy And Hold Return (%) | 304.4577 | 304.4577 | 304.4577 | 304.4577 | 304.4577 | 304.4577 |
Max Trade Drawdown | -179066 | -85866 | -152702 | -2610110 | -786162 | -2599383 |
Profit Factor | 1.3875 | 1.946 | 0.9452 | 1.0125 | 1.5319 | 0.6939 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 162 | 79 | 83 | 162 | 79 | 83 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 54.3624 | 53.0201 | 55.7047 | 54.3624 | 53.0201 | 55.7047 |
Ratio Avg Win / Avg Loss | 1.1648 | 1.7243 | 0.7516 | 0.85 | 1.3573 | 0.5518 |
Largest Winning Trade | 288954 | 288954 | 71217 | 414209 | 414209 | 385388 |
Largest Losing Trade | -47614 | -47614 | -40388 | -1140715 | -276222 | -1140715 |
Avg Bars in Trades | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 5374 | 2445 | 2929 | 5374 | 2445 | 2929 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 110953 | 193239 | -579920 | -508780 | 328705 | -579920 |
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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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