Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469532.2938 | 376774.4951 | 92757.7987 | 774440.2931 | 936116.5263 | -161676.2332 |
Total P&L (%) | 469.5323 | 376.7745 | 92.7578 | 774.4403 | 936.1165 | -161.6762 |
Avg Daily Profit (%) | 0.2254 | 0.1809 | 0.0445 | 0.1041 | 0.1123 | 0 |
Buy And Hold Return (%) | 56.1678 | 56.1678 | 56.1678 | 56.1678 | 56.1678 | 56.1678 |
Max Trade Drawdown | -148814 | -53995 | -146725 | -955234 | -551950 | -939321 |
Profit Factor | 1.4106 | 1.6985 | 1.1536 | 1.1901 | 1.4941 | 0.9258 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 169 | 83 | 86 | 169 | 83 | 86 |
Losing Trades | 182 | 92 | 90 | 182 | 92 | 90 |
Profitability (%) | 48.1481 | 47.4286 | 48.8636 | 48.1481 | 47.4286 | 48.8636 |
Ratio Avg Win / Avg Loss | 1.5191 | 1.8827 | 1.2072 | 1.2817 | 1.6561 | 0.9689 |
Largest Winning Trade | 107584 | 107584 | 53784 | 407144 | 407144 | 208213 |
Largest Losing Trade | -35567 | -30208 | -35567 | -481214 | -176072 | -481214 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 88 | 88 | 87 | 88 | 88 | 87 |
Avg Bars in Losers | 53 | 57 | 49 | 53 | 57 | 49 |
Bars Traded | 24682 | 12660 | 12022 | 24682 | 12660 | 12022 |
Profit Streak | 15.7146 | 0 | 17.548 | 15.7146 | 0 | 17.548 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410551 | 354319 | -193772 | -63248 | -40927 | -580286 |
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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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