Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545618.0165 | 481797.1994 | 63820.8171 | 507753.0906 | 675215.8934 | -167462.8028 |
Total P&L (%) | 545.618 | 481.7972 | 63.8208 | 507.7531 | 675.2159 | -167.4628 |
Avg Daily Profit (%) | 0.3372 | 0.2978 | 0.0394 | 0.1116 | 0.1267 | 0 |
Buy And Hold Return (%) | 23.1826 | 23.1826 | 23.1826 | 23.1826 | 23.1826 | 23.1826 |
Max Trade Drawdown | -82837 | -117527 | -144041 | -477959 | -371613 | -563894 |
Profit Factor | 1.492 | 1.8699 | 1.115 | 1.1066 | 1.2888 | 0.931 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 51.5385 | 52.3077 | 50.7692 | 51.5385 | 52.3077 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.4029 | 1.7049 | 1.0812 | 1.0405 | 1.1751 | 0.9028 |
Largest Winning Trade | 118943 | 118943 | 67106 | 312204 | 312204 | 136345 |
Largest Losing Trade | -67207 | -44223 | -67207 | -367533 | -161089 | -367533 |
Avg Bars in Trades | 73 | 60 | 85 | 73 | 60 | 85 |
Avg Bars in Winners | 84 | 68 | 101 | 84 | 68 | 101 |
Avg Bars in Losers | 60 | 51 | 69 | 60 | 51 | 69 |
Bars Traded | 19022 | 7869 | 11153 | 19022 | 7869 | 11153 |
Profit Streak | 0 | 0 | 503.4083 | 0 | 0 | 503.4083 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432980 | 435449 | -236774 | -145327 | -23412 | -579927 |
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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) |
---|