Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670029.6697 | 750771.9685 | -80742.2989 | -32414.2284 | 1468815.1531 | -1501229.3814 |
Total P&L (%) | 670.0297 | 750.772 | -80.7423 | -32.4142 | 1468.8152 | -1501.2294 |
Avg Daily Profit (%) | 0.3716 | 0.4163 | -0.0448 | -0.0217 | 0.1528 | 0 |
Buy And Hold Return (%) | 205.9247 | 205.9247 | 205.9247 | 205.9247 | 205.9247 | 205.9247 |
Max Trade Drawdown | -310326 | -236610 | -215324 | -3087596 | -1567603 | -1776936 |
Profit Factor | 1.448 | 1.9118 | 0.8799 | 0.9934 | 1.6125 | 0.401 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 142 | 68 | 74 | 142 | 68 | 74 |
Losing Trades | 171 | 89 | 82 | 171 | 89 | 82 |
Profitability (%) | 45.3674 | 43.3121 | 47.4359 | 45.3674 | 43.3121 | 47.4359 |
Ratio Avg Win / Avg Loss | 1.7437 | 2.5022 | 0.975 | 1.1963 | 2.1105 | 0.4443 |
Largest Winning Trade | 386555 | 386555 | 37328 | 1342961 | 1342961 | 117237 |
Largest Losing Trade | -60700 | -43875 | -60700 | -858192 | -535148 | -858192 |
Avg Bars in Trades | 17 | 24 | 9 | 17 | 24 | 9 |
Avg Bars in Winners | 18 | 25 | 12 | 18 | 25 | 12 |
Avg Bars in Losers | 15 | 23 | 7 | 15 | 23 | 7 |
Bars Traded | 5350 | 3828 | 1522 | 5350 | 3828 | 1522 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317912 | 321253 | -581235 | -578998 | 310701 | -581235 |
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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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