Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780496.0319 | 693556.4758 | 86939.5561 | 5183453.3289 | 5627782.7496 | -444329.4207 |
Total P&L (%) | 780.496 | 693.5565 | 86.9396 | 5183.4533 | 5627.7828 | -444.3294 |
Avg Daily Profit (%) | 0.3123 | 0.2775 | 0.0348 | 0.1589 | 0.1621 | 0 |
Buy And Hold Return (%) | 734.0375 | 734.0375 | 734.0375 | 734.0375 | 734.0375 | 734.0375 |
Max Trade Drawdown | -73691 | -59614 | -79831 | -2383403 | -1644656 | -2963396 |
Profit Factor | 1.7541 | 2.1906 | 1.1921 | 1.3192 | 1.6505 | 0.9414 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Profitability (%) | 46.2541 | 45.7516 | 46.7532 | 46.2541 | 45.7516 | 46.7532 |
Ratio Avg Win / Avg Loss | 2.0382 | 2.5975 | 1.3577 | 1.5329 | 1.9571 | 1.0722 |
Largest Winning Trade | 156787 | 156787 | 48385 | 2790856 | 2790856 | 957090 |
Largest Losing Trade | -39352 | -24997 | -39352 | -1798777 | -1171084 | -1798777 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 14651 | 7535 | 7116 | 14651 | 7535 | 7116 |
Profit Streak | 16.4409 | 0 | 81.9409 | 16.4409 | 0 | 81.9409 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133040 | -154315 | -321013 | 349981 | 339610 | -578756 |
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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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