Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636458.1559 | 667296.5528 | -30838.3969 | 275142.8627 | 2811056.1308 | -2535913.2681 |
Total P&L (%) | 636.4582 | 667.2966 | -30.8384 | 275.1429 | 2811.0561 | -2535.9133 |
Avg Daily Profit (%) | 0.3502 | 0.3671 | -0.017 | 0.0728 | 0.1856 | 0 |
Buy And Hold Return (%) | 513.2883 | 513.2883 | 513.2883 | 513.2883 | 513.2883 | 513.2883 |
Max Trade Drawdown | -146135 | -115941 | -131637 | -3500701 | -1245741 | -3064058 |
Profit Factor | 1.329 | 1.6991 | 0.9685 | 1.0138 | 1.2977 | 0.758 |
Total Trades | 788 | 394 | 394 | 788 | 394 | 394 |
Winning Trades | 372 | 185 | 187 | 372 | 185 | 187 |
Losing Trades | 416 | 209 | 207 | 416 | 209 | 207 |
Profitability (%) | 47.2081 | 46.9543 | 47.4619 | 47.2081 | 46.9543 | 47.4619 |
Ratio Avg Win / Avg Loss | 1.4862 | 1.9195 | 1.0721 | 1.1337 | 1.466 | 0.8391 |
Largest Winning Trade | 264325 | 264325 | 41108 | 1989323 | 1989323 | 306518 |
Largest Losing Trade | -35906 | -25457 | -35906 | -955387 | -908683 | -955387 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 21618 | 10474 | 11144 | 21618 | 10474 | 11144 |
Profit Streak | 0 | 9.1162 | 0 | 0 | 9.1162 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78232 | -58034 | -578316 | -463593 | 312500 | -579983 |
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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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