Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392237.4517 | 521111.946 | -128874.4943 | -85992.3747 | 823590.6014 | -909582.9761 |
Total P&L (%) | 392.2375 | 521.1119 | -128.8745 | -85.9924 | 823.5906 | -909.583 |
Avg Daily Profit (%) | 0.173 | 0.2299 | -0.0568 | -0.0867 | 0.0981 | 0 |
Buy And Hold Return (%) | 146.988 | 146.988 | 146.988 | 146.988 | 146.988 | 146.988 |
Max Trade Drawdown | -280213 | -177440 | -287289 | -1342576 | -758337 | -1086180 |
Profit Factor | 1.1738 | 1.4846 | 0.8909 | 0.9863 | 1.2927 | 0.7368 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 326 | 158 | 168 | 326 | 158 | 168 |
Losing Trades | 322 | 166 | 156 | 322 | 166 | 156 |
Profitability (%) | 50.3086 | 48.7654 | 51.8519 | 50.3086 | 48.7654 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.1594 | 1.5597 | 0.8273 | 0.9742 | 1.3582 | 0.6842 |
Largest Winning Trade | 342593 | 342593 | 35728 | 1049618 | 1049618 | 190049 |
Largest Losing Trade | -50376 | -30071 | -50376 | -400291 | -222532 | -400291 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 13499 | 6175 | 7323 | 13499 | 6175 | 7323 |
Profit Streak | 16.3782 | 16.3782 | 17.8782 | 16.3782 | 16.3782 | 17.8782 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20576 | 342029 | -578556 | -576005 | -60964 | -578556 |
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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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