Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620810.2488 | 583088.6156 | 37721.6332 | 235097.0073 | 816133.6686 | -581036.6613 |
Total P&L (%) | 620.8102 | 583.0886 | 37.7216 | 235.097 | 816.1337 | -581.0367 |
Avg Daily Profit (%) | 0.3837 | 0.3604 | 0.0233 | 0.0748 | 0.137 | 0 |
Buy And Hold Return (%) | 20.2503 | 20.2503 | 20.2503 | 20.2503 | 20.2503 | 20.2503 |
Max Trade Drawdown | -186589 | -147647 | -137701 | -1640144 | -954541 | -1173749 |
Profit Factor | 1.5079 | 1.8298 | 1.0726 | 1.0411 | 1.2605 | 0.775 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 165 | 87 | 78 | 165 | 87 | 78 |
Profitability (%) | 38.8889 | 35.5556 | 42.2222 | 38.8889 | 35.5556 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.3695 | 3.3165 | 1.4678 | 1.6361 | 2.2846 | 1.0605 |
Largest Winning Trade | 182603 | 182603 | 49662 | 944721 | 944721 | 446911 |
Largest Losing Trade | -47854 | -42504 | -47854 | -582186 | -437162 | -582186 |
Avg Bars in Trades | 71 | 92 | 49 | 71 | 92 | 49 |
Avg Bars in Winners | 111 | 152 | 76 | 111 | 152 | 76 |
Avg Bars in Losers | 45 | 59 | 30 | 45 | 59 | 30 |
Bars Traded | 19224 | 12491 | 6733 | 19224 | 12491 | 6733 |
Profit Streak | 488.8796 | 0 | 501.6296 | 488.8796 | 0 | 501.6296 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350960 | 254402 | -312843 | -269613 | -14595 | -581748 |
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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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