Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630009.9691 | 598218.7592 | 31791.2098 | 376437.7281 | 1361109.4547 | -984671.7266 |
Total P&L (%) | 630.01 | 598.2188 | 31.7912 | 376.4377 | 1361.1095 | -984.6717 |
Avg Daily Profit (%) | 0.3024 | 0.2871 | 0.0153 | 0.075 | 0.1288 | 0 |
Buy And Hold Return (%) | 102.1696 | 102.1696 | 102.1696 | 102.1696 | 102.1696 | 102.1696 |
Max Trade Drawdown | -139620 | -113303 | -242096 | -3099370 | -1466511 | -2509404 |
Profit Factor | 1.3428 | 1.745 | 1.0307 | 1.0222 | 1.1749 | 0.8931 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 183 | 87 | 96 | 183 | 87 | 96 |
Losing Trades | 212 | 110 | 102 | 212 | 110 | 102 |
Profitability (%) | 46.3291 | 44.1624 | 48.4848 | 46.3291 | 44.1624 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.5556 | 2.2064 | 1.0951 | 1.1841 | 1.4855 | 0.9489 |
Largest Winning Trade | 96831 | 96831 | 57143 | 906226 | 906226 | 666122 |
Largest Losing Trade | -40125 | -25008 | -40125 | -824356 | -465305 | -824356 |
Avg Bars in Trades | 62 | 56 | 69 | 62 | 56 | 69 |
Avg Bars in Winners | 73 | 66 | 79 | 73 | 66 | 79 |
Avg Bars in Losers | 53 | 48 | 60 | 53 | 48 | 60 |
Bars Traded | 24862 | 11063 | 13799 | 24862 | 11063 | 13799 |
Profit Streak | 0 | 18.5602 | 0 | 0 | 18.5602 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376236 | 363423 | -525081 | -290877 | -50040 | -580886 |
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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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