Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941561.5446 | 880129.4156 | 61432.1289 | 3026605.8106 | 7113668.1569 | -4087062.3463 |
Total P&L (%) | 941.5615 | 880.1294 | 61.4321 | 3026.6058 | 7113.6682 | -4087.0623 |
Avg Daily Profit (%) | 0.5149 | 0.4813 | 0.0336 | 0.1884 | 0.2343 | 0 |
Buy And Hold Return (%) | 729.0043 | 729.0043 | 729.0043 | 729.0043 | 729.0043 | 729.0043 |
Max Trade Drawdown | -136963 | -92872 | -119719 | -7125951 | -4190289 | -5487303 |
Profit Factor | 1.7502 | 2.3874 | 1.099 | 1.0744 | 1.352 | 0.8004 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 194 | 91 | 103 | 194 | 91 | 103 |
Losing Trades | 209 | 110 | 99 | 209 | 110 | 99 |
Profitability (%) | 48.139 | 45.2736 | 50.9901 | 48.139 | 45.2736 | 50.9901 |
Ratio Avg Win / Avg Loss | 1.8855 | 2.8859 | 1.0563 | 1.1575 | 1.6343 | 0.7693 |
Largest Winning Trade | 247596 | 247596 | 57662 | 5537120 | 5537120 | 1295628 |
Largest Losing Trade | -61076 | -31191 | -61076 | -3871218 | -1659184 | -3871218 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 10897 | 5345 | 5552 | 10897 | 5345 | 5552 |
Profit Streak | 0 | 27.4128 | 0 | 0 | 27.4128 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59358 | -86815 | -424547 | -131182 | 335542 | -579869 |
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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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