Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914813.6916 | 992524.4587 | -77710.7671 | -4348.8473 | 9141214.0946 | -9145562.9419 |
Total P&L (%) | 914.8137 | 992.5245 | -77.7108 | -4.3488 | 9141.2141 | -9145.5629 |
Avg Daily Profit (%) | 0.5096 | 0.5529 | -0.0433 | -0.0025 | 0.2525 | 0 |
Buy And Hold Return (%) | 1602.3193 | 1602.3193 | 1602.3193 | 1602.3193 | 1602.3193 | 1602.3193 |
Max Trade Drawdown | -385234 | -320212 | -109471 | -18994683 | -13316156 | -9297013 |
Profit Factor | 1.6415 | 1.8981 | 0.7577 | 0.9999 | 1.4003 | 0.2729 |
Total Trades | 495 | 247 | 248 | 495 | 247 | 248 |
Winning Trades | 234 | 111 | 123 | 234 | 111 | 123 |
Losing Trades | 261 | 136 | 125 | 261 | 136 | 125 |
Profitability (%) | 47.2727 | 44.9393 | 49.5968 | 47.2727 | 44.9393 | 49.5968 |
Ratio Avg Win / Avg Loss | 1.831 | 2.3256 | 0.7701 | 1.1152 | 1.7157 | 0.2774 |
Largest Winning Trade | 768360 | 768360 | 10365 | 8933602 | 8933602 | 978433 |
Largest Losing Trade | -48700 | -48700 | -19870 | -2969502 | -2267780 | -2969502 |
Avg Bars in Trades | 10 | 20 | 1 | 10 | 20 | 1 |
Avg Bars in Winners | 10 | 20 | 1 | 10 | 20 | 1 |
Avg Bars in Losers | 11 | 20 | 1 | 11 | 20 | 1 |
Bars Traded | 5328 | 5071 | 257 | 5328 | 5071 | 257 |
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 | -150181 | -152073 | -579914 | -577307 | 305191 | -579914 |
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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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