Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438542.963 | 545166.9537 | -106623.9907 | -32673.4506 | 4640750.4427 | -4673423.8933 |
Total P&L (%) | 438.543 | 545.167 | -106.624 | -32.6735 | 4640.7504 | -4673.4239 |
Avg Daily Profit (%) | 0.2413 | 0.3 | -0.0587 | -0.0218 | 0.2126 | 0 |
Buy And Hold Return (%) | 603.9858 | 603.9858 | 603.9858 | 603.9858 | 603.9858 | 603.9858 |
Max Trade Drawdown | -299365 | -130710 | -219804 | -9688576 | -3524066 | -6815037 |
Profit Factor | 1.233 | 1.6031 | 0.891 | 0.9989 | 1.3621 | 0.7032 |
Total Trades | 539 | 269 | 270 | 539 | 269 | 270 |
Winning Trades | 274 | 130 | 144 | 274 | 130 | 144 |
Losing Trades | 265 | 139 | 126 | 265 | 139 | 126 |
Profitability (%) | 50.8349 | 48.3271 | 53.3333 | 50.8349 | 48.3271 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.1925 | 1.7141 | 0.7796 | 0.966 | 1.4564 | 0.6153 |
Largest Winning Trade | 238005 | 238005 | 33093 | 5235183 | 5235183 | 782644 |
Largest Losing Trade | -32881 | -32881 | -28089 | -2358458 | -1060487 | -2358458 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 10672 | 5698 | 4974 | 10672 | 5698 | 4974 |
Profit Streak | 0 | 13.9373 | 0 | 0 | 13.9373 | 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 | -154926 | -152296 | -579211 | -577575 | 365889 | -579211 |
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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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