Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906924.0018 | 888360.6411 | 18563.3607 | 12737695.671 | 16148218.5363 | -3410522.8653 |
Total P&L (%) | 906.924 | 888.3606 | 18.5634 | 12737.6957 | 16148.2185 | -3410.5229 |
Avg Daily Profit (%) | 0.4865 | 0.4765 | 0.01 | 0.2608 | 0.2734 | 0 |
Buy And Hold Return (%) | 6398.7666 | 6398.7666 | 6398.7666 | 6398.7666 | 6398.7666 | 6398.7666 |
Max Trade Drawdown | -150875 | -67722 | -173098 | -8506960 | -3346192 | -10083096 |
Profit Factor | 1.8245 | 2.8153 | 1.0304 | 1.2823 | 1.7788 | 0.8601 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Losing Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Profitability (%) | 54.6624 | 55.4839 | 53.8462 | 54.6624 | 55.4839 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5132 | 2.2588 | 0.8832 | 1.0636 | 1.4272 | 0.7372 |
Largest Winning Trade | 157801 | 157801 | 54659 | 2767322 | 2767322 | 2045628 |
Largest Losing Trade | -41848 | -28224 | -41848 | -3448087 | -1570324 | -3448087 |
Avg Bars in Trades | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Winners | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 7312 | 4416 | 2897 | 7312 | 4416 | 2897 |
Profit Streak | 0 | 17.5703 | 0 | 0 | 17.5703 | 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 | -149321 | -148190 | -533023 | 147249 | 331401 | -579739 |
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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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