Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548737.3008 | 657533.026 | -108795.7252 | -52381.585 | 3710508.8976 | -3762890.4826 |
Total P&L (%) | 548.7373 | 657.533 | -108.7957 | -52.3816 | 3710.5089 | -3762.8905 |
Avg Daily Profit (%) | 0.2434 | 0.2916 | -0.0483 | -0.0329 | 0.1616 | 0 |
Buy And Hold Return (%) | 181.8913 | 181.8913 | 181.8913 | 181.8913 | 181.8913 | 181.8913 |
Max Trade Drawdown | -274476 | -156588 | -227824 | -5324798 | -2309510 | -3889919 |
Profit Factor | 1.3117 | 1.7617 | 0.8787 | 0.9959 | 1.6727 | 0.4915 |
Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
Winning Trades | 210 | 97 | 113 | 210 | 97 | 113 |
Losing Trades | 249 | 133 | 116 | 249 | 133 | 116 |
Profitability (%) | 45.7516 | 42.1739 | 49.345 | 45.7516 | 42.1739 | 49.345 |
Ratio Avg Win / Avg Loss | 1.5553 | 2.4156 | 0.902 | 1.1809 | 2.2935 | 0.5046 |
Largest Winning Trade | 342593 | 342593 | 45581 | 4158567 | 4158567 | 481958 |
Largest Losing Trade | -54564 | -42484 | -54564 | -1515639 | -888219 | -1515639 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 13243 | 6201 | 7042 | 13243 | 6201 | 7042 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273722 | 269248 | -580389 | -578086 | 315374 | -580389 |
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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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