Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633163.5556 | 637035.6213 | -3872.0657 | 986983.8503 | 4443462.0979 | -3456478.2476 |
Total P&L (%) | 633.1636 | 637.0356 | -3.8721 | 986.9839 | 4443.4621 | -3456.4782 |
Avg Daily Profit (%) | 0.3469 | 0.3491 | -0.0021 | 0.1308 | 0.2093 | 0 |
Buy And Hold Return (%) | 679.5053 | 679.5053 | 679.5053 | 679.5053 | 679.5053 | 679.5053 |
Max Trade Drawdown | -168974 | -61725 | -145461 | -3383043 | -825107 | -4179726 |
Profit Factor | 1.5254 | 2.3668 | 0.9948 | 1.0608 | 1.7967 | 0.6758 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Losing Trades | 202 | 99 | 103 | 202 | 99 | 103 |
Profitability (%) | 42.6136 | 43.75 | 41.4773 | 42.6136 | 43.75 | 41.4773 |
Ratio Avg Win / Avg Loss | 2.0542 | 3.0431 | 1.4036 | 1.4285 | 2.31 | 0.9535 |
Largest Winning Trade | 204824 | 204824 | 57944 | 2020949 | 2020949 | 366145 |
Largest Losing Trade | -33087 | -16752 | -33087 | -685935 | -253137 | -685935 |
Avg Bars in Trades | 30 | 19 | 42 | 30 | 19 | 42 |
Avg Bars in Winners | 48 | 27 | 71 | 48 | 27 | 71 |
Avg Bars in Losers | 17 | 13 | 21 | 17 | 13 | 21 |
Bars Traded | 10827 | 3391 | 7436 | 10827 | 3391 | 7436 |
Profit Streak | 0 | 16.3085 | 0 | 0 | 16.3085 | 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 | -154943 | -152675 | -582059 | -197659 | 378027 | -583726 |
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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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