Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461819.6024 | 537757.6793 | -75938.0769 | 40518.0673 | 2455724.0557 | -2415205.9885 |
Total P&L (%) | 461.8196 | 537.7577 | -75.9381 | 40.5181 | 2455.7241 | -2415.206 |
Avg Daily Profit (%) | 0.2546 | 0.2964 | -0.0419 | 0.0188 | 0.1788 | 0 |
Buy And Hold Return (%) | 541.6837 | 541.6837 | 541.6837 | 541.6837 | 541.6837 | 541.6837 |
Max Trade Drawdown | -145229 | -113558 | -147740 | -3667719 | -1204323 | -3225147 |
Profit Factor | 1.278 | 1.6879 | 0.9137 | 1.0028 | 1.3891 | 0.6969 |
Total Trades | 475 | 237 | 238 | 475 | 237 | 238 |
Winning Trades | 245 | 120 | 125 | 245 | 120 | 125 |
Losing Trades | 230 | 117 | 113 | 230 | 117 | 113 |
Profitability (%) | 51.5789 | 50.6329 | 52.521 | 51.5789 | 50.6329 | 52.521 |
Ratio Avg Win / Avg Loss | 1.1997 | 1.6457 | 0.826 | 0.9414 | 1.3543 | 0.63 |
Largest Winning Trade | 217362 | 217362 | 47710 | 1694189 | 1694189 | 518717 |
Largest Losing Trade | -39329 | -37776 | -39329 | -1357613 | -473742 | -1357613 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 25 | 26 | 23 | 25 | 26 | 23 |
Avg Bars in Losers | 19 | 22 | 17 | 19 | 22 | 17 |
Bars Traded | 10700 | 5801 | 4899 | 10700 | 5801 | 4899 |
Profit Streak | 0 | 11.1363 | 0 | 0 | 11.1363 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154776 | -152034 | -579483 | -549687 | 303123 | -579483 |
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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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