Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556830.6178 | 596865.7684 | -40035.1506 | 192304.738 | 4270818.4794 | -4078513.7414 |
Total P&L (%) | 556.8306 | 596.8658 | -40.0352 | 192.3047 | 4270.8185 | -4078.5137 |
Avg Daily Profit (%) | 0.3066 | 0.3286 | -0.022 | 0.0591 | 0.2082 | 0 |
Buy And Hold Return (%) | 596.1932 | 596.1932 | 596.1932 | 596.1932 | 596.1932 | 596.1932 |
Max Trade Drawdown | -146898 | -115280 | -123085 | -6448680 | -2013341 | -5185318 |
Profit Factor | 1.339 | 1.7751 | 0.9541 | 1.0078 | 1.3971 | 0.707 |
Total Trades | 469 | 234 | 235 | 469 | 234 | 235 |
Winning Trades | 249 | 123 | 126 | 249 | 123 | 126 |
Losing Trades | 220 | 111 | 109 | 220 | 111 | 109 |
Profitability (%) | 53.0917 | 52.5641 | 53.617 | 53.0917 | 52.5641 | 53.617 |
Ratio Avg Win / Avg Loss | 1.183 | 1.6019 | 0.8254 | 0.8904 | 1.2608 | 0.6116 |
Largest Winning Trade | 217362 | 217362 | 47710 | 3695565 | 3695565 | 577814 |
Largest Losing Trade | -39329 | -37776 | -39329 | -2403120 | -810263 | -2403120 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 10701 | 5787 | 4914 | 10701 | 5787 | 4914 |
Profit Streak | 0 | 13.452 | 0 | 0 | 13.452 | 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 | -153377 | -151041 | -579357 | -490313 | 384010 | -579357 |
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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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