Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526796.2891 | 611556.9268 | -84760.6377 | -34607.2415 | 2204818.0474 | -2239425.2889 |
Total P&L (%) | 526.7963 | 611.5569 | -84.7606 | -34.6072 | 2204.818 | -2239.4253 |
Avg Daily Profit (%) | 0.2816 | 0.3269 | -0.0453 | -0.0227 | 0.1679 | 0 |
Buy And Hold Return (%) | 524.4491 | 524.4491 | 524.4491 | 524.4491 | 524.4491 | 524.4491 |
Max Trade Drawdown | -213575 | -139684 | -230236 | -2974496 | -387567 | -2715561 |
Profit Factor | 1.3266 | 1.9442 | 0.9122 | 0.9947 | 2.2501 | 0.5326 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Losing Trades | 166 | 78 | 88 | 166 | 78 | 88 |
Profitability (%) | 50.8876 | 53.8462 | 47.929 | 50.8876 | 53.8462 | 47.929 |
Ratio Avg Win / Avg Loss | 1.2803 | 1.6664 | 0.991 | 0.96 | 1.9286 | 0.5786 |
Largest Winning Trade | 152406 | 152406 | 58367 | 715008 | 715008 | 436948 |
Largest Losing Trade | -79432 | -31714 | -79432 | -1557443 | -213555 | -1557443 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 16 | 10 | 22 | 16 | 10 | 22 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5534 | 2244 | 3291 | 5534 | 2244 | 3291 |
Profit Streak | 0 | 0 | 17.2106 | 0 | 0 | 17.2106 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153243 | -100183 | -580406 | -578617 | 400001 | -580406 |
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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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