Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650562.2984 | 707395.2184 | -56832.92 | -65178.78 | 4364718.1591 | -4429896.9391 |
Total P&L (%) | 650.5623 | 707.3952 | -56.8329 | -65.1788 | 4364.7182 | -4429.8969 |
Avg Daily Profit (%) | 0.2871 | 0.3122 | -0.0251 | -0.0466 | 0.1678 | 0 |
Buy And Hold Return (%) | 182.6962 | 182.6962 | 182.6962 | 182.6962 | 182.6962 | 182.6962 |
Max Trade Drawdown | -331751 | -207047 | -200185 | -8485966 | -3806165 | -7552745 |
Profit Factor | 1.427 | 1.9455 | 0.9267 | 0.9963 | 1.5734 | 0.5645 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 163 | 75 | 88 | 163 | 75 | 88 |
Losing Trades | 174 | 94 | 80 | 174 | 94 | 80 |
Profitability (%) | 48.368 | 44.3787 | 52.381 | 48.368 | 44.3787 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5233 | 2.4384 | 0.8425 | 1.0636 | 1.972 | 0.5132 |
Largest Winning Trade | 447902 | 447902 | 45533 | 5758734 | 5758734 | 1656162 |
Largest Losing Trade | -85438 | -29666 | -85438 | -4783229 | -2459072 | -4783229 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 8923 | 4230 | 4693 | 8923 | 4230 | 4693 |
Profit Streak | 0 | 0 | 68.9241 | 0 | 0 | 68.9241 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343661 | 315981 | -578330 | -577706 | 325786 | -578330 |
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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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