Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573994.4148 | 637117.6902 | -63123.2754 | 64662.8348 | 3279962.5106 | -3215299.6758 |
Total P&L (%) | 573.9944 | 637.1177 | -63.1233 | 64.6628 | 3279.9625 | -3215.2997 |
Avg Daily Profit (%) | 0.3159 | 0.3507 | -0.0347 | 0.0275 | 0.194 | 0 |
Buy And Hold Return (%) | 619.8214 | 619.8214 | 619.8214 | 619.8214 | 619.8214 | 619.8214 |
Max Trade Drawdown | -163231 | -110901 | -155578 | -5583759 | -1940065 | -4422704 |
Profit Factor | 1.354 | 1.805 | 0.9239 | 1.0035 | 1.3877 | 0.6853 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 236 | 110 | 126 | 236 | 110 | 126 |
Losing Trades | 258 | 137 | 121 | 258 | 137 | 121 |
Profitability (%) | 47.7733 | 44.5344 | 51.0121 | 47.7733 | 44.5344 | 51.0121 |
Ratio Avg Win / Avg Loss | 1.4803 | 2.2481 | 0.8873 | 1.097 | 1.7283 | 0.6581 |
Largest Winning Trade | 241478 | 241478 | 45606 | 3813073 | 3813073 | 485470 |
Largest Losing Trade | -59399 | -32393 | -59399 | -2451826 | -1254935 | -2451826 |
Avg Bars in Trades | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Winners | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 10763 | 5202 | 5561 | 10763 | 5202 | 5561 |
Profit Streak | 0 | 13.131 | 0 | 0 | 13.131 | 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 | -154341 | -144377 | -579632 | -536704 | 307692 | -579632 |
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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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