Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670194.397 | 656161.4436 | 14032.9534 | 492830.6092 | -483921.157 | 976751.7662 |
Total P&L (%) | 670.1944 | 656.1614 | 14.033 | 492.8306 | -483.9212 | 976.7518 |
Avg Daily Profit (%) | 0.3074 | 0.301 | 0.0064 | 0.0817 | 0 | 0.1091 |
Buy And Hold Return (%) | 48.1361 | 48.1361 | 48.1361 | 48.1361 | 48.1361 | 48.1361 |
Max Trade Drawdown | -193980 | -183937 | -68541 | -6531040 | -6449409 | -1517801 |
Profit Factor | 1.5103 | 1.6668 | 1.0426 | 1.0163 | 0.9802 | 1.1697 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Losing Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Profitability (%) | 56.0526 | 55.7895 | 56.3158 | 56.0526 | 55.7895 | 56.3158 |
Ratio Avg Win / Avg Loss | 1.1841 | 1.3209 | 0.8088 | 0.7968 | 0.7768 | 0.9074 |
Largest Winning Trade | 222272 | 222272 | 13175 | 2195616 | 2195616 | 379101 |
Largest Losing Trade | -52436 | -52436 | -26481 | -2155504 | -2155504 | -448511 |
Avg Bars in Trades | 16 | 30 | 2 | 16 | 30 | 2 |
Avg Bars in Winners | 14 | 26 | 2 | 14 | 26 | 2 |
Avg Bars in Losers | 19 | 35 | 2 | 19 | 35 | 2 |
Bars Traded | 6253 | 5832 | 421 | 6253 | 5832 | 421 |
Profit Streak | 0 | 0 | 10.4911 | 0 | 0 | 10.4911 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481457 | 436928 | -523138 | -285088 | -579588 | -80252 |
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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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