Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643955.9203 | 550939.0228 | 93016.8975 | 1622856.9844 | 2964084.5143 | -1341227.5298 |
Total P&L (%) | 643.9559 | 550.939 | 93.0169 | 1622.857 | 2964.0845 | -1341.2275 |
Avg Daily Profit (%) | 0.3092 | 0.2645 | 0.0447 | 0.1368 | 0.1644 | 0 |
Buy And Hold Return (%) | 165.1859 | 165.1859 | 165.1859 | 165.1859 | 165.1859 | 165.1859 |
Max Trade Drawdown | -138766 | -103360 | -114167 | -7711901 | -3821527 | -5852404 |
Profit Factor | 1.4579 | 1.7752 | 1.1337 | 1.0458 | 1.1686 | 0.925 |
Total Trades | 393 | 196 | 197 | 393 | 196 | 197 |
Winning Trades | 186 | 92 | 94 | 186 | 92 | 94 |
Losing Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Profitability (%) | 47.3282 | 46.9388 | 47.7157 | 47.3282 | 46.9388 | 47.7157 |
Ratio Avg Win / Avg Loss | 1.6226 | 2.0068 | 1.2423 | 1.1638 | 1.321 | 1.0135 |
Largest Winning Trade | 118389 | 118389 | 46195 | 2481217 | 2481217 | 1447108 |
Largest Losing Trade | -26569 | -25757 | -26569 | -1580917 | -1265125 | -1580917 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Losers | 57 | 59 | 55 | 57 | 59 | 55 |
Bars Traded | 24804 | 12409 | 12395 | 24804 | 12409 | 12395 |
Profit Streak | 2.6352 | 0 | 9.3018 | 2.6352 | 0 | 9.3018 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300377 | 303216 | -372197 | -180699 | -28103 | -578857 |
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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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