Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601973.4453 | 569966.4498 | 32006.9955 | 546191.178 | 855445.8483 | -309254.6703 |
Total P&L (%) | 601.9734 | 569.9665 | 32.007 | 546.1912 | 855.4458 | -309.2547 |
Avg Daily Profit (%) | 0.3184 | 0.3015 | 0.0169 | 0.0987 | 0.1195 | 0 |
Buy And Hold Return (%) | 230.9065 | 230.9065 | 230.9065 | 230.9065 | 230.9065 | 230.9065 |
Max Trade Drawdown | -199297 | -199408 | -84586 | -6307345 | -5893368 | -1513856 |
Profit Factor | 1.5657 | 1.8145 | 1.0878 | 1.0353 | 1.0792 | 0.9339 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 192 | 97 | 95 | 192 | 97 | 95 |
Losing Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Profitability (%) | 55.6522 | 56.3953 | 54.9133 | 55.6522 | 56.3953 | 54.9133 |
Ratio Avg Win / Avg Loss | 1.2476 | 1.403 | 0.8932 | 0.825 | 0.8344 | 0.7668 |
Largest Winning Trade | 305256 | 305256 | 20262 | 2570304 | 2570304 | 667428 |
Largest Losing Trade | -54386 | -54386 | -28614 | -2184480 | -2184480 | -594122 |
Avg Bars in Trades | 65 | 119 | 11 | 65 | 119 | 11 |
Avg Bars in Winners | 47 | 83 | 11 | 47 | 83 | 11 |
Avg Bars in Losers | 87 | 166 | 11 | 87 | 166 | 11 |
Bars Traded | 22569 | 20637 | 1932 | 22569 | 20637 | 1932 |
Profit Streak | 27.6043 | 60.1043 | 27.6043 | 27.6043 | 60.1043 | 27.6043 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390417 | 361354 | -459793 | -245019 | -168115 | -578971 |
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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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