Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523957.7174 | 492019.4103 | 31938.3072 | 299835.8121 | 433716.0113 | -133880.1992 |
Total P&L (%) | 523.9577 | 492.0194 | 31.9383 | 299.8358 | 433.716 | -133.8802 |
Avg Daily Profit (%) | 1.006 | 0.9447 | 0.0613 | 0.2664 | 0.3221 | 0 |
Buy And Hold Return (%) | 106.8508 | 106.8508 | 106.8508 | 106.8508 | 106.8508 | 106.8508 |
Max Trade Drawdown | -73865 | -49972 | -45791 | -419063 | -270892 | -244938 |
Profit Factor | 2.3115 | 3.3947 | 1.1646 | 1.1975 | 1.5705 | 0.8233 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 98 | 41 | 57 | 98 | 41 | 57 |
Losing Trades | 151 | 83 | 68 | 151 | 83 | 68 |
Profitability (%) | 39.3574 | 33.0645 | 45.6 | 39.3574 | 33.0645 | 45.6 |
Ratio Avg Win / Avg Loss | 3.5616 | 6.8721 | 1.3893 | 1.8452 | 3.1794 | 0.9822 |
Largest Winning Trade | 530963 | 530963 | 25047 | 610842 | 610842 | 85678 |
Largest Losing Trade | -14854 | -9591 | -14854 | -92220 | -50546 | -92220 |
Avg Bars in Trades | 98 | 77 | 119 | 98 | 77 | 119 |
Avg Bars in Winners | 176 | 140 | 202 | 176 | 140 | 202 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 24553 | 9564 | 14989 | 24553 | 9564 | 14989 |
Profit Streak | 11.9103 | 0 | 13.1186 | 11.9103 | 0 | 13.1186 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487703 | 370874 | -318188 | -10 | 70670 | -582673 |
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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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