Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357177.8718 | 457331.2002 | -100153.3285 | -2116085.4089 | 2537429.4655 | -4653514.8744 |
Total P&L (%) | 357.1779 | 457.3312 | -100.1533 | -2116.0854 | 2537.4295 | -4653.5149 |
Avg Daily Profit (%) | 0.1715 | 0.2196 | -0.0481 | 0 | 0.1573 | 0 |
Buy And Hold Return (%) | 109.8859 | 109.8859 | 109.8859 | 109.8859 | 109.8859 | 109.8859 |
Max Trade Drawdown | -343827 | -126752 | -320117 | -8574660 | -2981273 | -7314328 |
Profit Factor | 1.2183 | 1.7065 | 0.8987 | 0.9349 | 1.189 | 0.7559 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 224 | 119 | 105 | 232 | 125 | 107 |
Losing Trades | 210 | 98 | 112 | 202 | 92 | 110 |
Profitability (%) | 51.6129 | 54.8387 | 48.3871 | 53.4562 | 57.6037 | 49.3088 |
Ratio Avg Win / Avg Loss | 1.1422 | 1.4054 | 0.9586 | 0.814 | 0.8751 | 0.7771 |
Largest Winning Trade | 90741 | 90741 | 59042 | 1433360 | 1433360 | 829170 |
Largest Losing Trade | -243629 | -38042 | -243629 | -2329303 | -1836814 | -2329303 |
Avg Bars in Trades | 56 | 45 | 68 | 56 | 45 | 68 |
Avg Bars in Winners | 57 | 47 | 68 | 51 | 46 | 58 |
Avg Bars in Losers | 56 | 41 | 69 | 62 | 43 | 78 |
Bars Traded | 24660 | 9775 | 14885 | 24660 | 9775 | 14885 |
Profit Streak | 0 | 0 | 0 | 16.0964 | 17.763 | 16.0964 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 235847 | 325461 | -580825 | -576992 | -4538 | -579889 |
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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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