Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283906.0749 | 509010.4977 | -225104.4228 | 362613.7839 | -4601550.831 | 4964164.6148 |
Total P&L (%) | 283.9061 | 509.0105 | -225.1044 | 362.6138 | -4601.5508 | 4964.1646 |
Avg Daily Profit (%) | 0.1363 | 0.2444 | -0.1081 | 0.0736 | 0 | 0.1886 |
Buy And Hold Return (%) | 928.2728 | 928.2728 | 928.2728 | 928.2728 | 928.2728 | 928.2728 |
Max Trade Drawdown | -188681 | -89645 | -177916 | -5600088 | -5197613 | -3660281 |
Profit Factor | 1.1416 | 1.6562 | 0.8169 | 1.011 | 0.7409 | 1.3261 |
Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
Winning Trades | 292 | 138 | 154 | 248 | 128 | 120 |
Losing Trades | 244 | 130 | 114 | 288 | 140 | 148 |
Profitability (%) | 54.4776 | 51.4925 | 57.4627 | 46.2687 | 47.7612 | 44.7761 |
Ratio Avg Win / Avg Loss | 0.9539 | 1.5602 | 0.6047 | 1.1741 | 0.8103 | 1.6355 |
Largest Winning Trade | 96332 | 96332 | 31699 | 6435732 | 644585 | 6435732 |
Largest Losing Trade | -257173 | -27371 | -257173 | -2520278 | -2520278 | -672057 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 44 | 43 | 45 | 46 | 48 | 43 |
Avg Bars in Losers | 48 | 51 | 45 | 46 | 45 | 47 |
Bars Traded | 24819 | 12636 | 12182 | 24819 | 12636 | 12182 |
Profit Streak | 0 | 0 | 19.4219 | 0 | 0 | 19.4219 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239881 | -153183 | -577492 | -467569 | -580802 | 305270 |
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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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