Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635989.5015 | 518949.1829 | 117040.3187 | 1953588.7709 | 2083708.1978 | -130119.4269 |
Total P&L (%) | 635.9895 | 518.9492 | 117.0403 | 1953.5888 | 2083.7082 | -130.1194 |
Avg Daily Profit (%) | 0.3053 | 0.2491 | 0.0562 | 0.1452 | 0.1481 | 0 |
Buy And Hold Return (%) | 66.8909 | 66.8909 | 66.8909 | 66.8909 | 66.8909 | 66.8909 |
Max Trade Drawdown | -107214 | -80052 | -69639 | -3848477 | -1741807 | -2918500 |
Profit Factor | 1.5815 | 1.8983 | 1.2268 | 1.0907 | 1.198 | 0.9882 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 132 | 60 | 72 | 132 | 60 | 72 |
Losing Trades | 198 | 105 | 93 | 198 | 105 | 93 |
Profitability (%) | 40 | 36.3636 | 43.6364 | 40 | 36.3636 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.3722 | 3.3221 | 1.5846 | 1.6361 | 2.0965 | 1.2764 |
Largest Winning Trade | 188317 | 188317 | 34910 | 2122495 | 2122495 | 835283 |
Largest Losing Trade | -30680 | -27037 | -30680 | -1562534 | -487327 | -1562534 |
Avg Bars in Trades | 74 | 78 | 69 | 74 | 78 | 69 |
Avg Bars in Winners | 107 | 115 | 101 | 107 | 115 | 101 |
Avg Bars in Losers | 51 | 57 | 45 | 51 | 57 | 45 |
Bars Traded | 24519 | 12981 | 11537 | 24519 | 12981 | 11537 |
Profit Streak | 15.8741 | 0 | 25.2908 | 15.8741 | 0 | 25.2908 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369665 | 254432 | -127322 | -120015 | -1501 | -580734 |
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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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