Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555479.995 | 526728.3365 | 28751.6585 | -107567.2159 | 774418.9552 | -881986.1711 |
Total P&L (%) | 555.48 | 526.7283 | 28.7517 | -107.5672 | 774.419 | -881.9862 |
Avg Daily Profit (%) | 0.2222 | 0.2107 | 0.0115 | 0 | 0.0868 | 0 |
Buy And Hold Return (%) | 22.0065 | 22.0065 | 22.0065 | 22.0065 | 22.0065 | 22.0065 |
Max Trade Drawdown | -143740 | -67107 | -127544 | -1099093 | -171699 | -1097190 |
Profit Factor | 1.429 | 2.0337 | 1.0366 | 0.9574 | 2.2939 | 0.5419 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 142 | 73 | 69 | 120 | 62 | 58 |
Losing Trades | 112 | 54 | 58 | 134 | 65 | 69 |
Profitability (%) | 55.9055 | 57.4803 | 54.3307 | 47.2441 | 48.8189 | 45.6693 |
Ratio Avg Win / Avg Loss | 1.1271 | 1.5044 | 0.8714 | 1.0691 | 2.4049 | 0.6446 |
Largest Winning Trade | 135078 | 135078 | 65182 | 327367 | 327367 | 240861 |
Largest Losing Trade | -100480 | -35135 | -100480 | -1083761 | -171699 | -1083761 |
Avg Bars in Trades | 18 | 14 | 23 | 18 | 14 | 23 |
Avg Bars in Winners | 17 | 13 | 22 | 20 | 16 | 24 |
Avg Bars in Losers | 20 | 16 | 23 | 17 | 13 | 21 |
Bars Traded | 4793 | 1867 | 2926 | 4793 | 1867 | 2926 |
Profit Streak | 37.0778 | 60.5778 | 37.0778 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448617 | 504034 | -428638 | -578576 | -72723 | -582401 |
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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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