Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70795.4414 | 318260.1214 | -247464.6799 | -98857.9419 | 2725550.7846 | -2824408.7264 |
Total P&L (%) | 70.7954 | 318.2601 | -247.4647 | -98.8579 | 2725.5508 | -2824.4087 |
Avg Daily Profit (%) | 0.034 | 0.1528 | -0.1188 | -0.2145 | 0.1606 | 0 |
Buy And Hold Return (%) | 106.71 | 106.71 | 106.71 | 106.71 | 106.71 | 106.71 |
Max Trade Drawdown | -547597 | -362772 | -391781 | -2213678 | -943928 | -3278218 |
Profit Factor | 1.0235 | 1.2173 | 0.8395 | 0.9895 | 1.7646 | 0.5188 |
Total Trades | 763 | 381 | 382 | 763 | 381 | 382 |
Winning Trades | 377 | 190 | 187 | 377 | 190 | 187 |
Losing Trades | 386 | 191 | 195 | 386 | 191 | 195 |
Profitability (%) | 49.4102 | 49.8688 | 48.9529 | 49.4102 | 49.8688 | 48.9529 |
Ratio Avg Win / Avg Loss | 1.048 | 1.2237 | 0.8755 | 1.0131 | 1.7739 | 0.541 |
Largest Winning Trade | 101140 | 101140 | 49200 | 716858 | 716858 | 376820 |
Largest Losing Trade | -55059 | -41440 | -55059 | -958807 | -331022 | -958807 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 32 | 33 | 32 | 32 | 33 | 32 |
Bars Traded | 24949 | 12468 | 12481 | 24949 | 12468 | 12481 |
Profit Streak | 15.8611 | 24.0278 | 15.8611 | 15.8611 | 24.0278 | 15.8611 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -502592 | 234698 | -578673 | -573815 | 500281 | -578673 |
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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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