Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853312.3921 | 784707.3391 | 68605.053 | 3719996.4187 | 6366739.7439 | -2646743.3251 |
Total P&L (%) | 853.3124 | 784.7073 | 68.6051 | 3719.9964 | 6366.7397 | -2646.7433 |
Avg Daily Profit (%) | 0.3414 | 0.314 | 0.0275 | 0.1459 | 0.167 | 0 |
Buy And Hold Return (%) | 917.4801 | 917.4801 | 917.4801 | 917.4801 | 917.4801 | 917.4801 |
Max Trade Drawdown | -104340 | -56438 | -151079 | -6580178 | -3335602 | -7737076 |
Profit Factor | 1.6441 | 2.1536 | 1.1064 | 1.0832 | 1.2741 | 0.8768 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 298 | 139 | 159 | 298 | 139 | 159 |
Losing Trades | 264 | 142 | 122 | 264 | 142 | 122 |
Profitability (%) | 53.0249 | 49.4662 | 56.5836 | 53.0249 | 49.4662 | 56.5836 |
Ratio Avg Win / Avg Loss | 1.4566 | 2.2001 | 0.849 | 0.9596 | 1.3016 | 0.6728 |
Largest Winning Trade | 334843 | 334843 | 42619 | 6035411 | 6035411 | 1994999 |
Largest Losing Trade | -30572 | -25301 | -30572 | -1853810 | -1853810 | -1574338 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 14730 | 7676 | 7054 | 14730 | 7676 | 7054 |
Profit Streak | 26.6483 | 0 | 34.1483 | 26.6483 | 0 | 34.1483 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150381 | -151684 | -423594 | -126598 | 310510 | -577287 |
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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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