Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287893.9975 | 420890.4884 | -132996.491 | -3204479.2847 | 66854.6756 | -3271333.9602 |
Total P&L (%) | 287.894 | 420.8905 | -132.9965 | -3204.4793 | 66.8547 | -3271.334 |
Avg Daily Profit (%) | 0.1492 | 0.2181 | -0.0689 | 0 | 0.0265 | 0 |
Buy And Hold Return (%) | 10.7842 | 10.7842 | 10.7842 | 10.7842 | 10.7842 | 10.7842 |
Max Trade Drawdown | -413501 | -65583 | -490309 | -5749498 | -1652898 | -4926793 |
Profit Factor | 1.142 | 1.6476 | 0.9034 | 0.8784 | 1.0075 | 0.813 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 325 | 167 | 158 | 295 | 150 | 145 |
Losing Trades | 273 | 132 | 141 | 303 | 149 | 154 |
Profitability (%) | 54.3478 | 55.8528 | 52.8428 | 49.3311 | 50.1672 | 48.495 |
Ratio Avg Win / Avg Loss | 0.9593 | 1.3023 | 0.8062 | 0.9023 | 1.0008 | 0.8635 |
Largest Winning Trade | 50593 | 50593 | 49212 | 3417883 | 451042 | 3417883 |
Largest Losing Trade | -394880 | -27933 | -394880 | -1208754 | -457877 | -1208754 |
Avg Bars in Trades | 38 | 27 | 49 | 38 | 27 | 49 |
Avg Bars in Winners | 35 | 24 | 46 | 38 | 28 | 48 |
Avg Bars in Losers | 41 | 30 | 51 | 37 | 26 | 49 |
Bars Traded | 22802 | 8137 | 14664 | 22802 | 8137 | 14664 |
Profit Streak | 0 | 0 | 0 | 5.8699 | 14.7033 | 5.8699 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56155 | 425864 | -579401 | -576742 | -368294 | -579655 |
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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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