Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579407.3516 | 614747.9112 | -35340.5595 | 245815.7407 | 3316951.4599 | -3071135.7192 |
Total P&L (%) | 579.4074 | 614.7479 | -35.3406 | 245.8157 | 3316.9515 | -3071.1357 |
Avg Daily Profit (%) | 0.3198 | 0.3394 | -0.0195 | 0.0685 | 0.1951 | 0 |
Buy And Hold Return (%) | 462.8544 | 462.8544 | 462.8544 | 462.8544 | 462.8544 | 462.8544 |
Max Trade Drawdown | -238034 | -114672 | -143247 | -5745144 | -2115320 | -4351721 |
Profit Factor | 1.384 | 1.8785 | 0.9563 | 1.0149 | 1.4578 | 0.6669 |
Total Trades | 437 | 218 | 219 | 437 | 218 | 219 |
Winning Trades | 228 | 112 | 116 | 228 | 112 | 116 |
Losing Trades | 209 | 106 | 103 | 209 | 106 | 103 |
Profitability (%) | 52.1739 | 51.3761 | 52.968 | 52.1739 | 51.3761 | 52.968 |
Ratio Avg Win / Avg Loss | 1.2686 | 1.7779 | 0.8492 | 0.9304 | 1.3797 | 0.5921 |
Largest Winning Trade | 238005 | 238005 | 51241 | 3486887 | 3486887 | 839119 |
Largest Losing Trade | -46512 | -40853 | -46512 | -2332583 | -900756 | -2332583 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 21 | 25 | 18 | 21 | 25 | 18 |
Bars Traded | 10626 | 5681 | 4945 | 10626 | 5681 | 4945 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74933 | -49845 | -579524 | -470156 | 363094 | -579524 |
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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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