Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424584.2863 | 461616.8275 | -37032.5412 | -31636.389 | 498885.1566 | -530521.5456 |
Total P&L (%) | 424.5843 | 461.6168 | -37.0325 | -31.6364 | 498.8852 | -530.5215 |
Avg Daily Profit (%) | 0.2624 | 0.2853 | -0.0229 | -0.0235 | 0.1107 | 0 |
Buy And Hold Return (%) | 27.8669 | 27.8669 | 27.8669 | 27.8669 | 27.8669 | 27.8669 |
Max Trade Drawdown | -207986 | -228170 | -64578 | -2416939 | -2133086 | -665722 |
Profit Factor | 1.2892 | 1.3889 | 0.8684 | 0.9962 | 1.0741 | 0.685 |
Total Trades | 547 | 273 | 274 | 547 | 273 | 274 |
Winning Trades | 262 | 126 | 136 | 262 | 126 | 136 |
Losing Trades | 285 | 147 | 138 | 285 | 147 | 138 |
Profitability (%) | 47.8976 | 46.1538 | 49.635 | 47.8976 | 46.1538 | 49.635 |
Ratio Avg Win / Avg Loss | 1.4023 | 1.6204 | 0.8812 | 1.0837 | 1.2531 | 0.6951 |
Largest Winning Trade | 167938 | 167938 | 7512 | 1333222 | 1333222 | 74011 |
Largest Losing Trade | -55646 | -55646 | -12926 | -1101083 | -1101083 | -283877 |
Avg Bars in Trades | 35 | 68 | 2 | 35 | 68 | 2 |
Avg Bars in Winners | 38 | 77 | 2 | 38 | 77 | 2 |
Avg Bars in Losers | 32 | 59 | 2 | 32 | 59 | 2 |
Bars Traded | 19312 | 18594 | 718 | 19312 | 18594 | 718 |
Profit Streak | 470.7249 | 470.7249 | 477.3916 | 470.7249 | 470.7249 | 477.3916 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415793 | 361801 | -578803 | -575733 | -184308 | -578803 |
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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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