Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527961.1425 | 508721.6552 | 19239.4872 | 442534.2015 | -3157983.7816 | 3600517.9831 |
Total P&L (%) | 527.9611 | 508.7217 | 19.2395 | 442.5342 | -3157.9838 | 3600.518 |
Avg Daily Profit (%) | 0.2901 | 0.2795 | 0.0106 | 0.093 | 0 | 0.1986 |
Buy And Hold Return (%) | 322.7084 | 322.7084 | 322.7084 | 322.7084 | 322.7084 | 322.7084 |
Max Trade Drawdown | -172347 | -138264 | -121563 | -18016682 | -17258369 | -1971626 |
Profit Factor | 1.4703 | 1.7605 | 1.0424 | 1.0106 | 0.897 | 1.3254 |
Total Trades | 449 | 224 | 225 | 449 | 224 | 225 |
Winning Trades | 262 | 137 | 125 | 262 | 137 | 125 |
Losing Trades | 187 | 87 | 100 | 187 | 87 | 100 |
Profitability (%) | 58.3519 | 61.1607 | 55.5556 | 58.3519 | 61.1607 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.0494 | 1.118 | 0.8339 | 0.7213 | 0.5696 | 1.0603 |
Largest Winning Trade | 77003 | 77003 | 19305 | 2748291 | 2748291 | 1203170 |
Largest Losing Trade | -74658 | -74658 | -19990 | -13530988 | -13530988 | -1374082 |
Avg Bars in Trades | 47 | 84 | 11 | 47 | 84 | 11 |
Avg Bars in Winners | 26 | 41 | 9 | 26 | 41 | 9 |
Avg Bars in Losers | 77 | 151 | 13 | 77 | 151 | 13 |
Bars Traded | 21513 | 18908 | 2605 | 21513 | 18908 | 2605 |
Profit Streak | 0 | 17.7672 | 0 | 0 | 17.7672 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 145671 | 139012 | -518422 | -326200 | -578148 | 355866 |
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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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