Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787774.9698 | 747633.0896 | 40141.8801 | 1258028.0018 | 3971662.917 | -2713634.9152 |
Total P&L (%) | 787.775 | 747.6331 | 40.1419 | 1258.028 | 3971.6629 | -2713.6349 |
Avg Daily Profit (%) | 0.4342 | 0.4121 | 0.0221 | 0.1439 | 0.2045 | 0 |
Buy And Hold Return (%) | 672.6872 | 672.6872 | 672.6872 | 672.6872 | 672.6872 | 672.6872 |
Max Trade Drawdown | -111502 | -85079 | -107847 | -4123693 | -2604984 | -3629103 |
Profit Factor | 1.587 | 2.1453 | 1.0582 | 1.0395 | 1.2643 | 0.8391 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 198 | 93 | 105 | 198 | 93 | 105 |
Losing Trades | 212 | 112 | 100 | 212 | 112 | 100 |
Profitability (%) | 48.2927 | 45.3659 | 51.2195 | 48.2927 | 45.3659 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.6992 | 2.5836 | 1.0078 | 1.1129 | 1.5227 | 0.7991 |
Largest Winning Trade | 228233 | 228233 | 49080 | 3402335 | 3402335 | 966719 |
Largest Losing Trade | -59711 | -31191 | -59711 | -2076514 | -1066163 | -2076514 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 10762 | 5171 | 5591 | 10762 | 5171 | 5591 |
Profit Streak | 0 | 10.4016 | 0 | 0 | 10.4016 | 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 | -97805 | -116655 | -484592 | -183657 | 318691 | -579824 |
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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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