Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667172.6322 | 618726.1394 | 48446.4928 | 1380696.0822 | 4309804.477 | -2929108.3948 |
Total P&L (%) | 667.1726 | 618.7261 | 48.4465 | 1380.6961 | 4309.8045 | -2929.1084 |
Avg Daily Profit (%) | 0.2669 | 0.2476 | 0.0194 | 0.1079 | 0.1516 | 0 |
Buy And Hold Return (%) | 697.3437 | 697.3437 | 697.3437 | 697.3437 | 697.3437 | 697.3437 |
Max Trade Drawdown | -114965 | -45928 | -141489 | -4692937 | -1334853 | -4826220 |
Profit Factor | 1.6048 | 2.4543 | 1.0715 | 1.0801 | 1.7168 | 0.7389 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Losing Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Profitability (%) | 54.7468 | 55.0633 | 54.4304 | 54.7468 | 55.0633 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.3265 | 2.0029 | 0.8971 | 0.8928 | 1.4011 | 0.6186 |
Largest Winning Trade | 132077 | 132077 | 55954 | 1076835 | 1076835 | 512191 |
Largest Losing Trade | -72990 | -25410 | -72990 | -3342348 | -1104815 | -3342348 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Losers | 44 | 40 | 49 | 44 | 40 | 49 |
Bars Traded | 14717 | 6997 | 7721 | 14717 | 6997 | 7721 |
Profit Streak | 0 | 26.6077 | 0 | 0 | 26.6077 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152973 | -151186 | -475450 | -187335 | 384857 | -579931 |
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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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