Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508384.3907 | 482915.3791 | 25469.0116 | 159172.9346 | 1975271.6708 | -1816098.7362 |
Total P&L (%) | 508.3844 | 482.9154 | 25.469 | 159.1729 | 1975.2717 | -1816.0987 |
Avg Daily Profit (%) | 0.2336 | 0.2219 | 0.0117 | 0.0438 | 0.1395 | 0 |
Buy And Hold Return (%) | 171.3075 | 171.3075 | 171.3075 | 171.3075 | 171.3075 | 171.3075 |
Max Trade Drawdown | -177094 | -150032 | -138493 | -4446527 | -3678503 | -2379703 |
Profit Factor | 1.297 | 1.4118 | 1.0472 | 1.0081 | 1.1525 | 0.7336 |
Total Trades | 519 | 259 | 260 | 519 | 259 | 260 |
Winning Trades | 334 | 174 | 160 | 334 | 174 | 160 |
Losing Trades | 185 | 85 | 100 | 185 | 85 | 100 |
Profitability (%) | 64.3545 | 67.1815 | 61.5385 | 64.3545 | 67.1815 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.7184 | 0.6897 | 0.6545 | 0.5584 | 0.563 | 0.4585 |
Largest Winning Trade | 35608 | 35608 | 16800 | 788465 | 788465 | 441111 |
Largest Losing Trade | -75517 | -55699 | -75517 | -2078934 | -2078934 | -1580927 |
Avg Bars in Trades | 16 | 29 | 3 | 16 | 29 | 3 |
Avg Bars in Winners | 9 | 15 | 2 | 9 | 15 | 2 |
Avg Bars in Losers | 30 | 60 | 4 | 30 | 60 | 4 |
Bars Traded | 8660 | 7768 | 892 | 8660 | 7768 | 892 |
Profit Streak | 5.6224 | 7.1224 | 5.6224 | 5.6224 | 7.1224 | 5.6224 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345927 | 274470 | -509954 | -507536 | -56915 | -577495 |
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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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