Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822765.6614 | 918061.4637 | -95295.8023 | 110351.1259 | 7313008.898 | -7202657.7721 |
Total P&L (%) | 822.7657 | 918.0615 | -95.2958 | 110.3511 | 7313.0089 | -7202.6578 |
Avg Daily Profit (%) | 0.4027 | 0.4493 | -0.0466 | 0.0364 | 0.211 | 0 |
Buy And Hold Return (%) | 1811.4512 | 1811.4512 | 1811.4512 | 1811.4512 | 1811.4512 | 1811.4512 |
Max Trade Drawdown | -219246 | -166084 | -236435 | -7940256 | -4923909 | -8322175 |
Profit Factor | 1.2042 | 1.4957 | 0.9562 | 1.0018 | 1.2816 | 0.7882 |
Total Trades | 1254 | 627 | 627 | 1254 | 627 | 627 |
Winning Trades | 650 | 319 | 331 | 650 | 319 | 331 |
Losing Trades | 604 | 308 | 296 | 604 | 308 | 296 |
Profitability (%) | 51.8341 | 50.8772 | 52.7911 | 51.8341 | 50.8772 | 52.7911 |
Ratio Avg Win / Avg Loss | 1.119 | 1.4441 | 0.8551 | 0.9309 | 1.2374 | 0.7048 |
Largest Winning Trade | 101148 | 101148 | 60716 | 1484697 | 1484697 | 917704 |
Largest Losing Trade | -70895 | -48246 | -70895 | -2072246 | -958966 | -2072246 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 8166 | 4077 | 4089 | 8166 | 4077 | 4089 |
Profit Streak | 259.0173 | 260.5173 | 0 | 259.0173 | 260.5173 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149003 | -150628 | -577418 | -522714 | 346114 | -577418 |
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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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