Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242176.215 | 386350.8891 | -144174.6741 | -75605.2382 | 3522796.1934 | -3598401.4316 |
Total P&L (%) | 242.1762 | 386.3509 | -144.1747 | -75.6052 | 3522.7962 | -3598.4014 |
Avg Daily Profit (%) | 0.1288 | 0.2054 | -0.0767 | -0.075 | 0.1911 | 0 |
Buy And Hold Return (%) | 301.998 | 301.998 | 301.998 | 301.998 | 301.998 | 301.998 |
Max Trade Drawdown | -307059 | -231817 | -239929 | -3771997 | -2441596 | -4156500 |
Profit Factor | 1.1285 | 1.2962 | 0.7516 | 0.9958 | 1.3379 | 0.5152 |
Total Trades | 697 | 348 | 349 | 697 | 348 | 349 |
Winning Trades | 465 | 248 | 217 | 465 | 248 | 217 |
Losing Trades | 232 | 100 | 132 | 232 | 100 | 132 |
Profitability (%) | 66.7145 | 71.2644 | 62.1777 | 66.7145 | 71.2644 | 62.1777 |
Ratio Avg Win / Avg Loss | 0.563 | 0.5227 | 0.4572 | 0.4968 | 0.5395 | 0.3134 |
Largest Winning Trade | 135382 | 135382 | 16341 | 540734 | 540734 | 359361 |
Largest Losing Trade | -43389 | -38805 | -43389 | -1095589 | -1095589 | -1001275 |
Avg Bars in Trades | 32 | 60 | 4 | 32 | 60 | 4 |
Avg Bars in Winners | 13 | 23 | 2 | 13 | 23 | 2 |
Avg Bars in Losers | 68 | 150 | 7 | 68 | 150 | 7 |
Bars Traded | 22371 | 20908 | 1463 | 22371 | 20908 | 1463 |
Profit Streak | 0 | 9.6478 | 0 | 0 | 9.6478 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -261499 | -67252 | -577652 | -574553 | 438338 | -577652 |
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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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