Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414461.9129 | 544504.5115 | -130042.5986 | -44755.4128 | 4534545.9763 | -4579301.3891 |
Total P&L (%) | 414.4619 | 544.5045 | -130.0426 | -44.7554 | 4534.546 | -4579.3014 |
Avg Daily Profit (%) | 0.2274 | 0.2987 | -0.0713 | -0.0326 | 0.2107 | 0 |
Buy And Hold Return (%) | 718.2454 | 718.2454 | 718.2454 | 718.2454 | 718.2454 | 718.2454 |
Max Trade Drawdown | -326239 | -128145 | -241397 | -9149127 | -2893182 | -6569700 |
Profit Factor | 1.2186 | 1.6026 | 0.869 | 0.9983 | 1.3963 | 0.681 |
Total Trades | 545 | 272 | 273 | 545 | 272 | 273 |
Winning Trades | 266 | 125 | 141 | 266 | 125 | 141 |
Losing Trades | 279 | 147 | 132 | 279 | 147 | 132 |
Profitability (%) | 48.8073 | 45.9559 | 51.6484 | 48.8073 | 45.9559 | 51.6484 |
Ratio Avg Win / Avg Loss | 1.2781 | 1.8847 | 0.8135 | 1.0471 | 1.642 | 0.6375 |
Largest Winning Trade | 238005 | 238005 | 33093 | 4936309 | 4936309 | 663742 |
Largest Losing Trade | -32955 | -32881 | -32955 | -2223814 | -840357 | -2223814 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 10729 | 5737 | 4992 | 10729 | 5737 | 4992 |
Profit Streak | 0 | 19.2235 | 0 | 0 | 19.2235 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155674 | -152818 | -579414 | -576449 | 377948 | -579414 |
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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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