Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318495.913 | 373289.31 | -54793.3969 | -81280.2884 | 796685.813 | -877966.1014 |
Total P&L (%) | 318.4959 | 373.2893 | -54.7934 | -81.2803 | 796.6858 | -877.9661 |
Avg Daily Profit (%) | 0.1968 | 0.2307 | -0.0339 | -0.1035 | 0.1357 | 0 |
Buy And Hold Return (%) | 22.747 | 22.747 | 22.747 | 22.747 | 22.747 | 22.747 |
Max Trade Drawdown | -173167 | -135914 | -258628 | -601295 | -294076 | -958406 |
Profit Factor | 1.2385 | 1.6167 | 0.9249 | 0.9683 | 1.9704 | 0.4965 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Losing Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Profitability (%) | 46.7354 | 47.5862 | 45.8904 | 46.7354 | 47.5862 | 45.8904 |
Ratio Avg Win / Avg Loss | 1.4116 | 1.7807 | 1.0906 | 1.1036 | 2.1702 | 0.5854 |
Largest Winning Trade | 104390 | 104390 | 54205 | 155145 | 155145 | 117065 |
Largest Losing Trade | -88285 | -52179 | -88285 | -212211 | -70718 | -212211 |
Avg Bars in Trades | 65 | 71 | 58 | 65 | 71 | 58 |
Avg Bars in Winners | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Losers | 56 | 68 | 44 | 56 | 68 | 44 |
Bars Traded | 18982 | 10436 | 8546 | 18982 | 10436 | 8546 |
Profit Streak | 487.1391 | 0 | 501.8891 | 487.1391 | 0 | 501.8891 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293011 | 354068 | -579916 | -578274 | -8871 | -581583 |
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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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