Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744062.7624 | 682589.7441 | 61473.0182 | 2572594.2218 | 4739693.1158 | -2167098.894 |
Total P&L (%) | 744.0628 | 682.5897 | 61.473 | 2572.5942 | 4739.6931 | -2167.0989 |
Avg Daily Profit (%) | 0.2976 | 0.273 | 0.0246 | 0.1315 | 0.1553 | 0 |
Buy And Hold Return (%) | 760.7994 | 760.7994 | 760.7994 | 760.7994 | 760.7994 | 760.7994 |
Max Trade Drawdown | -92717 | -87358 | -97890 | -2956816 | -1155660 | -3050110 |
Profit Factor | 1.5796 | 2.0619 | 1.0959 | 1.1673 | 1.717 | 0.7527 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Losing Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Profitability (%) | 54.0865 | 53.8462 | 54.3269 | 54.0865 | 53.8462 | 54.3269 |
Ratio Avg Win / Avg Loss | 1.3409 | 1.7673 | 0.9213 | 0.9909 | 1.4717 | 0.6328 |
Largest Winning Trade | 185336 | 185336 | 44068 | 1717297 | 1717297 | 540275 |
Largest Losing Trade | -50366 | -27002 | -50366 | -1517511 | -337118 | -1517511 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 9742 | 5107 | 4635 | 9742 | 5107 | 4635 |
Profit Streak | 27.9195 | 0 | 30.9195 | 27.9195 | 0 | 30.9195 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151590 | -151886 | -440124 | -54426 | 381417 | -578405 |
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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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