Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433059.8858 | 473718.9146 | -40659.0288 | 9804.0384 | 4976947.8788 | -4967143.8404 |
Total P&L (%) | 433.0599 | 473.7189 | -40.659 | 9.804 | 4976.9479 | -4967.1438 |
Avg Daily Profit (%) | 0.1732 | 0.1895 | -0.0163 | 0.0037 | 0.1572 | 0 |
Buy And Hold Return (%) | 497.2537 | 497.2537 | 497.2537 | 497.2537 | 497.2537 | 497.2537 |
Max Trade Drawdown | -163533 | -109737 | -236065 | -6116921 | -1918634 | -6503532 |
Profit Factor | 1.2505 | 1.6281 | 0.9583 | 1.0004 | 1.6149 | 0.6525 |
Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Winning Trades | 272 | 131 | 141 | 272 | 131 | 141 |
Losing Trades | 276 | 143 | 133 | 276 | 143 | 133 |
Profitability (%) | 49.635 | 47.8102 | 51.4599 | 49.635 | 47.8102 | 51.4599 |
Ratio Avg Win / Avg Loss | 1.2689 | 1.7773 | 0.9039 | 1.0152 | 1.7628 | 0.6155 |
Largest Winning Trade | 77855 | 77855 | 41426 | 2721825 | 2721825 | 837091 |
Largest Losing Trade | -69400 | -33129 | -69400 | -4295456 | -626484 | -4295456 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7495 | 3721 | 3774 | 7495 | 3721 | 3774 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155604 | -154860 | -579433 | -570642 | 397181 | -579433 |
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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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