Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748734.8935 | 654437.9328 | 94296.9607 | 5240813.9444 | 6150348.3022 | -909534.3577 |
Total P&L (%) | 748.7349 | 654.4379 | 94.297 | 5240.8139 | 6150.3483 | -909.5344 |
Avg Daily Profit (%) | 0.2994 | 0.2617 | 0.0377 | 0.1592 | 0.1655 | 0 |
Buy And Hold Return (%) | 701.9741 | 701.9741 | 701.9741 | 701.9741 | 701.9741 | 701.9741 |
Max Trade Drawdown | -84759 | -88168 | -97204 | -2479250 | -2403967 | -3799295 |
Profit Factor | 1.5195 | 1.8863 | 1.1342 | 1.1945 | 1.4535 | 0.9321 |
Total Trades | 515 | 258 | 257 | 515 | 258 | 257 |
Winning Trades | 233 | 112 | 121 | 233 | 112 | 121 |
Losing Trades | 282 | 146 | 136 | 282 | 146 | 136 |
Profitability (%) | 45.2427 | 43.4109 | 47.0817 | 45.2427 | 43.4109 | 47.0817 |
Ratio Avg Win / Avg Loss | 1.839 | 2.459 | 1.2748 | 1.4457 | 1.8947 | 1.0476 |
Largest Winning Trade | 120415 | 120415 | 38555 | 2461041 | 2461041 | 685470 |
Largest Losing Trade | -29399 | -21996 | -29399 | -1416506 | -667586 | -1416506 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 7470 | 3772 | 3698 | 7470 | 3772 | 3698 |
Profit Streak | 0 | 0 | 13.5493 | 0 | 0 | 13.5493 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132511 | -155122 | -380737 | 79306 | 301861 | -578577 |
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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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