Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372848.3417 | 284087.3286 | 88761.0131 | 1223568.4864 | 602815.0544 | 620753.432 |
Total P&L (%) | 372.8483 | 284.0873 | 88.761 | 1223.5685 | 602.8151 | 620.7534 |
Avg Daily Profit (%) | 0.2486 | 0.1894 | 0.0592 | 0.1723 | 0.1301 | 0.1318 |
Buy And Hold Return (%) | 83.8315 | 83.8315 | 83.8315 | 83.8315 | 83.8315 | 83.8315 |
Max Trade Drawdown | -63221 | -64687 | -12581 | -1321802 | -1529303 | -137246 |
Profit Factor | 1.7319 | 1.6468 | 2.2637 | 1.2168 | 1.1185 | 2.1141 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 74.2947 | 74.8428 | 73.75 | 74.2947 | 74.8428 | 73.75 |
Ratio Avg Win / Avg Loss | 0.5992 | 0.5536 | 0.8057 | 0.421 | 0.376 | 0.7525 |
Largest Winning Trade | 25968 | 25968 | 8011 | 340891 | 340891 | 48986 |
Largest Losing Trade | -54688 | -54688 | -7670 | -794506 | -794506 | -75986 |
Avg Bars in Trades | 54 | 106 | 3 | 54 | 106 | 3 |
Avg Bars in Winners | 35 | 68 | 2 | 35 | 68 | 2 |
Avg Bars in Losers | 110 | 221 | 6 | 110 | 221 | 6 |
Bars Traded | 17511 | 16974 | 537 | 17511 | 16974 | 537 |
Profit Streak | 0 | 627.2135 | 0 | 0 | 627.2135 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415235 | 344218 | -256220 | 379002 | -106297 | -11825 |
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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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