Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474262.5436 | 535843.8438 | -61581.3002 | 85823.3509 | 2987061.0361 | -2901237.6852 |
Total P&L (%) | 474.2625 | 535.8438 | -61.5813 | 85.8234 | 2987.061 | -2901.2377 |
Avg Daily Profit (%) | 0.2087 | 0.2357 | -0.0271 | 0.0273 | 0.151 | 0 |
Buy And Hold Return (%) | 348.3684 | 348.3684 | 348.3684 | 348.3684 | 348.3684 | 348.3684 |
Max Trade Drawdown | -178569 | -134330 | -201392 | -4855073 | -2968519 | -3094537 |
Profit Factor | 1.2489 | 1.5842 | 0.9377 | 1.0045 | 1.3041 | 0.6879 |
Total Trades | 499 | 250 | 249 | 499 | 250 | 249 |
Winning Trades | 229 | 116 | 113 | 229 | 116 | 113 |
Losing Trades | 270 | 134 | 136 | 270 | 134 | 136 |
Profitability (%) | 45.8918 | 46.4 | 45.3815 | 45.8918 | 46.4 | 45.3815 |
Ratio Avg Win / Avg Loss | 1.4725 | 1.83 | 1.1285 | 1.1843 | 1.5064 | 0.8279 |
Largest Winning Trade | 125161 | 125161 | 45006 | 2788332 | 2788332 | 535987 |
Largest Losing Trade | -44832 | -27216 | -44832 | -744523 | -744523 | -589077 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4310 | 2193 | 2117 | 4310 | 2193 | 2117 |
Profit Streak | 9.0918 | 20.5918 | 0 | 9.0918 | 20.5918 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43925 | 71854 | -579882 | -535867 | 342995 | -581549 |
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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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