Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275518.8404 | 377741.2812 | -102222.4408 | -88668.4225 | 3383510.9809 | -3472179.4034 |
Total P&L (%) | 275.5188 | 377.7413 | -102.2224 | -88.6684 | 3383.511 | -3472.1794 |
Avg Daily Profit (%) | 0.1221 | 0.1674 | -0.0453 | -0.0964 | 0.1574 | 0 |
Buy And Hold Return (%) | 57.3302 | 57.3302 | 57.3302 | 57.3302 | 57.3302 | 57.3302 |
Max Trade Drawdown | -411724 | -223385 | -420129 | -3202322 | -1248622 | -4254728 |
Profit Factor | 1.088 | 1.2607 | 0.9392 | 0.9931 | 1.7663 | 0.5865 |
Total Trades | 1068 | 534 | 534 | 1068 | 534 | 534 |
Winning Trades | 557 | 277 | 280 | 557 | 277 | 280 |
Losing Trades | 511 | 257 | 254 | 511 | 257 | 254 |
Profitability (%) | 52.1536 | 51.8727 | 52.4345 | 52.1536 | 51.8727 | 52.4345 |
Ratio Avg Win / Avg Loss | 0.9982 | 1.1697 | 0.852 | 0.9111 | 1.6388 | 0.532 |
Largest Winning Trade | 45549 | 45549 | 44434 | 469872 | 469872 | 230241 |
Largest Losing Trade | -59845 | -32183 | -59845 | -1558682 | -380343 | -1558682 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 6767 | 3347 | 3420 | 6767 | 3347 | 3420 |
Profit Streak | 0 | 0 | 15.9751 | 0 | 0 | 15.9751 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150534 | 348012 | -576466 | -574377 | 496025 | -576466 |
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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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