Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575705.6013 | 643082.0853 | -67376.484 | 49200.0467 | 4114769.0272 | -4065568.9805 |
Total P&L (%) | 575.7056 | 643.0821 | -67.3765 | 49.2 | 4114.769 | -4065.569 |
Avg Daily Profit (%) | 0.316 | 0.353 | -0.037 | 0.022 | 0.2055 | 0 |
Buy And Hold Return (%) | 726.7937 | 726.7937 | 726.7937 | 726.7937 | 726.7937 | 726.7937 |
Max Trade Drawdown | -207525 | -126802 | -176099 | -7830870 | -2744725 | -5993711 |
Profit Factor | 1.3546 | 1.8088 | 0.9187 | 1.0021 | 1.3892 | 0.6817 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 227 | 108 | 119 | 227 | 108 | 119 |
Losing Trades | 263 | 137 | 126 | 263 | 137 | 126 |
Profitability (%) | 46.3265 | 44.0816 | 48.5714 | 46.3265 | 44.0816 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.5695 | 2.2945 | 0.9727 | 1.161 | 1.7622 | 0.7218 |
Largest Winning Trade | 257466 | 257466 | 45099 | 5293383 | 5293383 | 642960 |
Largest Losing Trade | -59399 | -32393 | -59399 | -3403673 | -1742126 | -3403673 |
Avg Bars in Trades | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Winners | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 10763 | 5202 | 5561 | 10763 | 5202 | 5561 |
Profit Streak | 0 | 18.2591 | 0 | 0 | 18.2591 | 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 | -153810 | -153232 | -580329 | -546099 | 313247 | -580329 |
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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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