Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653770.2388 | 587245.9528 | 66524.2859 | 1943290.5667 | 2816625.6144 | -873335.0477 |
Total P&L (%) | 653.7702 | 587.246 | 66.5243 | 1943.2906 | 2816.6256 | -873.335 |
Avg Daily Profit (%) | 0.3138 | 0.2819 | 0.0319 | 0.1449 | 0.162 | 0 |
Buy And Hold Return (%) | 272.3445 | 272.3445 | 272.3445 | 272.3445 | 272.3445 | 272.3445 |
Max Trade Drawdown | -157034 | -89288 | -150584 | -2544105 | -1319172 | -2245782 |
Profit Factor | 1.5949 | 2.2685 | 1.1046 | 1.2056 | 1.6822 | 0.8359 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Losing Trades | 134 | 63 | 71 | 134 | 63 | 71 |
Profitability (%) | 55.4817 | 58 | 52.9801 | 55.4817 | 58 | 52.9801 |
Ratio Avg Win / Avg Loss | 1.2798 | 1.6427 | 0.9803 | 0.9674 | 1.2182 | 0.7419 |
Largest Winning Trade | 127873 | 127873 | 65242 | 1461142 | 1461142 | 340216 |
Largest Losing Trade | -51263 | -24473 | -51263 | -734440 | -589540 | -734440 |
Avg Bars in Trades | 81 | 62 | 100 | 81 | 62 | 100 |
Avg Bars in Winners | 72 | 45 | 102 | 72 | 45 | 102 |
Avg Bars in Losers | 93 | 86 | 98 | 93 | 86 | 98 |
Bars Traded | 24658 | 9409 | 15249 | 24658 | 9409 | 15249 |
Profit Streak | 17.4499 | 0 | 29.2832 | 17.4499 | 0 | 29.2832 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343108 | 305148 | -421970 | 55474 | 398042 | -579615 |
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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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