Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592689.0809 | 635954.3449 | -43265.264 | 284576.5583 | 3081670.5191 | -2797093.9608 |
Total P&L (%) | 592.6891 | 635.9543 | -43.2653 | 284.5766 | 3081.6705 | -2797.094 |
Avg Daily Profit (%) | 0.3241 | 0.3478 | -0.0237 | 0.0737 | 0.1894 | 0 |
Buy And Hold Return (%) | 709.1169 | 709.1169 | 709.1169 | 709.1169 | 709.1169 | 709.1169 |
Max Trade Drawdown | -234706 | -118523 | -143157 | -5200462 | -1906139 | -4037177 |
Profit Factor | 1.3904 | 1.9184 | 0.9476 | 1.018 | 1.4449 | 0.684 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Losing Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Profitability (%) | 51.8349 | 51.8349 | 51.8349 | 51.8349 | 51.8349 | 51.8349 |
Ratio Avg Win / Avg Loss | 1.292 | 1.7826 | 0.8805 | 0.946 | 1.3426 | 0.6356 |
Largest Winning Trade | 239573 | 239573 | 52286 | 3166402 | 3166402 | 839308 |
Largest Losing Trade | -46512 | -40853 | -46512 | -2116979 | -817498 | -2116979 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 27 | 27 | 26 | 27 | 27 | 26 |
Avg Bars in Losers | 21 | 25 | 18 | 21 | 25 | 18 |
Bars Traded | 10734 | 5770 | 4964 | 10734 | 5770 | 4964 |
Profit Streak | 19.0476 | 28.8809 | 0 | 19.0476 | 28.8809 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152688 | -150726 | -579676 | -459327 | 327952 | -579676 |
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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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