Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722398.0835 | 789306.0175 | -66907.934 | -523922.9423 | 12695292.7852 | -13219215.7274 |
Total P&L (%) | 722.3981 | 789.306 | -66.9079 | -523.9229 | 12695.2928 | -13219.2157 |
Avg Daily Profit (%) | 0.4022 | 0.4395 | -0.0373 | 0 | 0.2705 | 0 |
Buy And Hold Return (%) | 1464.8358 | 1464.8358 | 1464.8358 | 1464.8358 | 1464.8358 | 1464.8358 |
Max Trade Drawdown | -333672 | -260429 | -184804 | -30713184 | -15422454 | -22311807 |
Profit Factor | 1.3611 | 1.8464 | 0.9374 | 0.9938 | 1.3153 | 0.705 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 263 | 121 | 142 | 245 | 138 | 107 |
Losing Trades | 213 | 117 | 96 | 231 | 100 | 131 |
Profitability (%) | 55.2521 | 50.8403 | 59.6639 | 51.4706 | 57.9832 | 44.958 |
Ratio Avg Win / Avg Loss | 1.1023 | 1.7854 | 0.6337 | 0.9371 | 0.9531 | 0.8632 |
Largest Winning Trade | 156828 | 156828 | 32148 | 4179369 | 3537194 | 4179369 |
Largest Losing Trade | -144652 | -30954 | -144652 | -10926228 | -4258221 | -10926228 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 6 | 6 | 6 | 8 | 8 | 7 |
Avg Bars in Losers | 8 | 8 | 8 | 7 | 6 | 7 |
Bars Traded | 3584 | 1815 | 1769 | 3584 | 1815 | 1769 |
Profit Streak | 0 | 18.4243 | 0 | 3.9243 | 0 | 5.4243 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152108 | -150046 | -578557 | -578112 | 329519 | -581063 |
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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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