Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363278.1035 | 415234.8907 | -51956.7872 | -20819.3157 | 2867663.0955 | -2888482.4112 |
Total P&L (%) | 363.2781 | 415.2349 | -51.9568 | -20.8193 | 2867.6631 | -2888.4824 |
Avg Daily Profit (%) | 0.2245 | 0.2566 | -0.0321 | -0.0144 | 0.2098 | 0 |
Buy And Hold Return (%) | 21.954 | 21.954 | 21.954 | 21.954 | 21.954 | 21.954 |
Max Trade Drawdown | -352910 | -232286 | -172302 | -14963061 | -9344784 | -9558267 |
Profit Factor | 1.2848 | 1.5002 | 0.8834 | 0.9995 | 1.1067 | 0.7808 |
Total Trades | 499 | 249 | 250 | 499 | 249 | 250 |
Winning Trades | 358 | 195 | 163 | 358 | 195 | 163 |
Losing Trades | 141 | 54 | 87 | 141 | 54 | 87 |
Profitability (%) | 71.7435 | 78.3133 | 65.2 | 71.7435 | 78.3133 | 65.2 |
Ratio Avg Win / Avg Loss | 0.506 | 0.4155 | 0.4715 | 0.3937 | 0.3065 | 0.4167 |
Largest Winning Trade | 71202 | 71202 | 10732 | 2009362 | 2009362 | 1118681 |
Largest Losing Trade | -86442 | -86442 | -48715 | -5288640 | -4812731 | -5288640 |
Avg Bars in Trades | 37 | 71 | 4 | 37 | 71 | 4 |
Avg Bars in Winners | 15 | 26 | 2 | 15 | 26 | 2 |
Avg Bars in Losers | 93 | 231 | 7 | 93 | 231 | 7 |
Bars Traded | 18820 | 17746 | 1074 | 18820 | 17746 | 1074 |
Profit Streak | 506.3442 | 0 | 522.7609 | 506.3442 | 0 | 522.7609 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437952 | 437887 | -577193 | -574767 | -92298 | -577193 |
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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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