Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428728.185 | 441597.4051 | -12869.22 | -39601.2271 | 3925009.2188 | -3964610.4459 |
Total P&L (%) | 428.7282 | 441.5974 | -12.8692 | -39.6012 | 3925.0092 | -3964.6104 |
Avg Daily Profit (%) | 0.1851 | 0.1906 | -0.0056 | -0.0218 | 0.1596 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312634 | -242252 | -195612 | -5841241 | -3409689 | -4811427 |
Profit Factor | 1.2119 | 1.3829 | 0.9852 | 0.9981 | 1.3651 | 0.6273 |
Total Trades | 580 | 290 | 290 | 580 | 290 | 290 |
Winning Trades | 346 | 177 | 169 | 346 | 177 | 169 |
Losing Trades | 234 | 113 | 121 | 234 | 113 | 121 |
Profitability (%) | 59.6552 | 61.0345 | 58.2759 | 59.6552 | 61.0345 | 58.2759 |
Ratio Avg Win / Avg Loss | 0.8196 | 0.8829 | 0.7054 | 0.675 | 0.8715 | 0.4491 |
Largest Winning Trade | 84473 | 84473 | 18090 | 1305156 | 1305156 | 690948 |
Largest Losing Trade | -69334 | -69334 | -28540 | -1515782 | -1515782 | -1234154 |
Avg Bars in Trades | 23 | 36 | 9 | 23 | 36 | 9 |
Avg Bars in Winners | 15 | 20 | 9 | 15 | 20 | 9 |
Avg Bars in Losers | 35 | 61 | 10 | 35 | 61 | 10 |
Bars Traded | 13483 | 10628 | 2855 | 13483 | 10628 | 2855 |
Profit Streak | 0 | 0 | 80.1539 | 0 | 0 | 80.1539 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357552 | 318836 | -577005 | -576218 | 320381 | -577005 |
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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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