Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703266.7502 | 733860.8594 | -30594.1092 | 272038.647 | 8207790.9868 | -7935752.3398 |
Total P&L (%) | 703.2668 | 733.8609 | -30.5941 | 272.0386 | 8207.791 | -7935.7523 |
Avg Daily Profit (%) | 0.3868 | 0.4036 | -0.0168 | 0.0723 | 0.2434 | 0 |
Buy And Hold Return (%) | 504.7336 | 504.7336 | 504.7336 | 504.7336 | 504.7336 | 504.7336 |
Max Trade Drawdown | -236463 | -117752 | -151165 | -15195524 | -5451981 | -10779940 |
Profit Factor | 1.4818 | 2.0473 | 0.9597 | 1.0079 | 1.5383 | 0.5894 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 205 | 95 | 110 | 205 | 95 | 110 |
Losing Trades | 227 | 121 | 106 | 227 | 121 | 106 |
Profitability (%) | 47.4537 | 43.9815 | 50.9259 | 47.4537 | 43.9815 | 50.9259 |
Ratio Avg Win / Avg Loss | 1.6408 | 2.6076 | 0.9248 | 1.116 | 1.9594 | 0.5679 |
Largest Winning Trade | 277989 | 277989 | 48047 | 11128313 | 11128313 | 971417 |
Largest Losing Trade | -65396 | -26096 | -65396 | -7523854 | -4062653 | -7523854 |
Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Winners | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 10784 | 5251 | 5533 | 10784 | 5251 | 5533 |
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 | -29918 | -12364 | -579805 | -472527 | 344601 | -579805 |
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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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