Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771738.8144 | 694935.6094 | 76803.205 | 4953961.5326 | 5870218.6972 | -916257.1645 |
Total P&L (%) | 771.7388 | 694.9356 | 76.8032 | 4953.9615 | 5870.2187 | -916.2572 |
Avg Daily Profit (%) | 0.3088 | 0.278 | 0.0307 | 0.1571 | 0.1638 | 0 |
Buy And Hold Return (%) | 716.4682 | 716.4682 | 716.4682 | 716.4682 | 716.4682 | 716.4682 |
Max Trade Drawdown | -125294 | -71267 | -111797 | -5703341 | -3091172 | -5177201 |
Profit Factor | 1.6883 | 2.1572 | 1.1475 | 1.1668 | 1.3641 | 0.9325 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 173 | 92 | 81 | 173 | 92 | 81 |
Losing Trades | 197 | 93 | 104 | 197 | 93 | 104 |
Profitability (%) | 46.7568 | 49.7297 | 43.7838 | 46.7568 | 49.7297 | 43.7838 |
Ratio Avg Win / Avg Loss | 1.9225 | 2.1806 | 1.4733 | 1.3286 | 1.379 | 1.1973 |
Largest Winning Trade | 163181 | 163181 | 52575 | 3014543 | 3014543 | 1250763 |
Largest Losing Trade | -28177 | -28094 | -28177 | -1124288 | -1124288 | -809704 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Losers | 30 | 34 | 27 | 30 | 34 | 27 |
Bars Traded | 14656 | 7885 | 6772 | 14656 | 7885 | 6772 |
Profit Streak | 12.8842 | 22.3842 | 0 | 12.8842 | 22.3842 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128328 | -151195 | -377880 | -28169 | 359209 | -581115 |
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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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