Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562473.9469 | 491296.8641 | 71177.0828 | 874454.6276 | 1126706.6477 | -252252.0201 |
Total P&L (%) | 562.4739 | 491.2969 | 71.1771 | 874.4546 | 1126.7066 | -252.252 |
Avg Daily Profit (%) | 0.27 | 0.2359 | 0.0342 | 0.1094 | 0.1204 | 0 |
Buy And Hold Return (%) | 64.6196 | 64.6196 | 64.6196 | 64.6196 | 64.6196 | 64.6196 |
Max Trade Drawdown | -114152 | -64275 | -91113 | -3270781 | -1178558 | -2475072 |
Profit Factor | 1.5442 | 1.929 | 1.141 | 1.0682 | 1.1759 | 0.9607 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 143 | 67 | 76 | 143 | 67 | 76 |
Losing Trades | 208 | 108 | 100 | 208 | 108 | 100 |
Profitability (%) | 40.7407 | 38.2857 | 43.1818 | 40.7407 | 38.2857 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.2461 | 3.1094 | 1.5014 | 1.5538 | 1.8955 | 1.2641 |
Largest Winning Trade | 166635 | 166635 | 53286 | 986996 | 986996 | 382719 |
Largest Losing Trade | -32282 | -20759 | -32282 | -1224010 | -326449 | -1224010 |
Avg Bars in Trades | 70 | 65 | 74 | 70 | 65 | 74 |
Avg Bars in Winners | 101 | 94 | 107 | 101 | 94 | 107 |
Avg Bars in Losers | 48 | 48 | 49 | 48 | 48 | 49 |
Bars Traded | 24654 | 11530 | 13124 | 24654 | 11530 | 13124 |
Profit Streak | 13.1778 | 0 | 21.8445 | 13.1778 | 0 | 21.8445 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365916 | 266261 | -346977 | -192123 | -61925 | -580349 |
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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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