Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576065.0393 | 649865.6563 | -73800.617 | 33536.0536 | 1177392.9788 | -1143856.9251 |
Total P&L (%) | 576.065 | 649.8657 | -73.8006 | 33.5361 | 1177.393 | -1143.8569 |
Avg Daily Profit (%) | 0.255 | 0.2876 | -0.0327 | 0.0128 | 0.1128 | 0 |
Buy And Hold Return (%) | 196.5591 | 196.5591 | 196.5591 | 196.5591 | 196.5591 | 196.5591 |
Max Trade Drawdown | -166983 | -107431 | -145622 | -2074143 | -1390034 | -1234796 |
Profit Factor | 1.3177 | 1.7347 | 0.9205 | 1.0029 | 1.2026 | 0.8073 |
Total Trades | 473 | 237 | 236 | 473 | 237 | 236 |
Winning Trades | 220 | 109 | 111 | 220 | 109 | 111 |
Losing Trades | 253 | 128 | 125 | 253 | 128 | 125 |
Profitability (%) | 46.5116 | 45.9916 | 47.0339 | 46.5116 | 45.9916 | 47.0339 |
Ratio Avg Win / Avg Loss | 1.5153 | 2.0371 | 1.0367 | 1.1533 | 1.4122 | 0.9092 |
Largest Winning Trade | 342593 | 342593 | 44303 | 1708874 | 1708874 | 248744 |
Largest Losing Trade | -31644 | -26477 | -31644 | -415700 | -302943 | -415700 |
Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
Avg Bars in Winners | 35 | 29 | 41 | 35 | 29 | 41 |
Avg Bars in Losers | 21 | 17 | 24 | 21 | 17 | 24 |
Bars Traded | 13173 | 5457 | 7716 | 13173 | 5457 | 7716 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289116 | 311029 | -579585 | -557510 | -43752 | -581252 |
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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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