Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859392.2965 | 956493.8782 | -97101.5817 | 40892.4879 | 2369055.3687 | -2328162.8808 |
Total P&L (%) | 859.3923 | 956.4939 | -97.1016 | 40.8925 | 2369.0554 | -2328.1629 |
Avg Daily Profit (%) | 0.4718 | 0.5251 | -0.0533 | 0.0188 | 0.1762 | 0 |
Buy And Hold Return (%) | 610.1048 | 610.1048 | 610.1048 | 610.1048 | 610.1048 | 610.1048 |
Max Trade Drawdown | -193266 | -120922 | -140354 | -2426747 | -938096 | -2495511 |
Profit Factor | 1.7065 | 2.6136 | 0.8443 | 1.005 | 1.6513 | 0.4932 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Profitability (%) | 47.7352 | 46.8531 | 48.6111 | 47.7352 | 46.8531 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.8684 | 2.9647 | 0.8925 | 1.1003 | 1.8731 | 0.5214 |
Largest Winning Trade | 518393 | 518393 | 73171 | 1831831 | 1831831 | 299609 |
Largest Losing Trade | -43946 | -25463 | -43946 | -1125791 | -338152 | -1125791 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 7155 | 3324 | 3831 | 7155 | 3324 | 3831 |
Profit Streak | 0 | 20.1861 | 0 | 0 | 20.1861 | 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 | -24165 | 214985 | -581213 | -547651 | 308762 | -581213 |
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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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