Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563366.8062 | 623004.1101 | -59637.3039 | 2914.07 | -128998.6876 | 131912.7576 |
Total P&L (%) | 563.3668 | 623.0041 | -59.6373 | 2.9141 | -128.9987 | 131.9128 |
Avg Daily Profit (%) | 0.2242 | 0.2479 | -0.0237 | 0.0011 | 0 | 0.0335 |
Buy And Hold Return (%) | 243.1585 | 243.1585 | 243.1585 | 243.1585 | 243.1585 | 243.1585 |
Max Trade Drawdown | -353155 | -162034 | -205117 | -6173461 | -4221553 | -3259563 |
Profit Factor | 1.4547 | 2.0221 | 0.9053 | 1.0001 | 0.9889 | 1.0139 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 151 | 78 | 73 | 151 | 78 | 73 |
Losing Trades | 177 | 86 | 91 | 177 | 86 | 91 |
Profitability (%) | 46.0366 | 47.561 | 44.5122 | 46.0366 | 47.561 | 44.5122 |
Ratio Avg Win / Avg Loss | 1.7052 | 2.2295 | 1.1285 | 1.1723 | 1.0903 | 1.2639 |
Largest Winning Trade | 460939 | 460939 | 41749 | 2275586 | 2275586 | 1300214 |
Largest Losing Trade | -58655 | -30090 | -58655 | -1553147 | -1553147 | -1485913 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 9848 | 4462 | 5386 | 9848 | 4462 | 5386 |
Profit Streak | 25.6885 | 25.6885 | 28.6885 | 25.6885 | 25.6885 | 28.6885 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263677 | 339970 | -579476 | -575719 | -578457 | -519575 |
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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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