Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224207.3118 | 372072.4879 | -147865.1761 | -95325.9348 | 3226081.0951 | -3321407.0298 |
Total P&L (%) | 224.2073 | 372.0725 | -147.8652 | -95.3259 | 3226.0811 | -3321.407 |
Avg Daily Profit (%) | 0.1031 | 0.1711 | -0.068 | -0.1407 | 0.1613 | 0 |
Buy And Hold Return (%) | 205.2311 | 205.2311 | 205.2311 | 205.2311 | 205.2311 | 205.2311 |
Max Trade Drawdown | -302368 | -128470 | -389415 | -3084817 | -943340 | -3939760 |
Profit Factor | 1.0803 | 1.2918 | 0.9024 | 0.9932 | 1.6479 | 0.635 |
Total Trades | 908 | 454 | 454 | 908 | 454 | 454 |
Winning Trades | 605 | 301 | 304 | 605 | 301 | 304 |
Losing Trades | 303 | 153 | 150 | 303 | 153 | 150 |
Profitability (%) | 66.63 | 66.2996 | 66.9604 | 66.63 | 66.2996 | 66.9604 |
Ratio Avg Win / Avg Loss | 0.5411 | 0.6566 | 0.4453 | 0.4974 | 0.8376 | 0.3133 |
Largest Winning Trade | 42854 | 42854 | 38215 | 664390 | 664390 | 184696 |
Largest Losing Trade | -86479 | -40537 | -86479 | -912623 | -437995 | -912623 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 4331 | 2215 | 2116 | 4331 | 2215 | 2116 |
Profit Streak | 4.0293 | 11.5293 | 0 | 4.0293 | 11.5293 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318791 | 119989 | -576484 | -573378 | 495993 | -576484 |
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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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