Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635028.4464 | 688889.7255 | -53861.2791 | -15249.3763 | 2299505.3487 | -2314754.7249 |
Total P&L (%) | 635.0284 | 688.8897 | -53.8613 | -15.2494 | 2299.5053 | -2314.7547 |
Avg Daily Profit (%) | 0.3377 | 0.3664 | -0.0286 | -0.0088 | 0.1691 | 0 |
Buy And Hold Return (%) | 421.6938 | 421.6938 | 421.6938 | 421.6938 | 421.6938 | 421.6938 |
Max Trade Drawdown | -184804 | -157334 | -147581 | -3052413 | -775361 | -2420822 |
Profit Factor | 1.3247 | 1.7031 | 0.9448 | 0.9981 | 1.7644 | 0.5413 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 206 | 95 | 111 | 206 | 95 | 111 |
Losing Trades | 250 | 133 | 117 | 250 | 133 | 117 |
Profitability (%) | 45.1754 | 41.6667 | 48.6842 | 45.1754 | 41.6667 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.6076 | 2.3843 | 0.9959 | 1.2113 | 2.4702 | 0.5706 |
Largest Winning Trade | 219968 | 219968 | 41178 | 1289908 | 1289908 | 210566 |
Largest Losing Trade | -75654 | -26837 | -75654 | -2355685 | -164646 | -2355685 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 31 | 37 | 25 | 31 | 37 | 25 |
Avg Bars in Losers | 19 | 21 | 15 | 19 | 21 | 15 |
Bars Traded | 11167 | 6475 | 4692 | 11167 | 6475 | 4692 |
Profit Streak | 15.2897 | 15.2897 | 18.2897 | 15.2897 | 15.2897 | 18.2897 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 80424 | 58101 | -579810 | -577254 | 300486 | -579810 |
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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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