Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801594.3424 | 912934.3951 | -111340.0528 | -20069.3902 | 2193722.9223 | -2213792.3125 |
Total P&L (%) | 801.5943 | 912.9344 | -111.3401 | -20.0694 | 2193.7229 | -2213.7923 |
Avg Daily Profit (%) | 0.4403 | 0.5015 | -0.0612 | -0.0123 | 0.1722 | 0 |
Buy And Hold Return (%) | 560.369 | 560.369 | 560.369 | 560.369 | 560.369 | 560.369 |
Max Trade Drawdown | -179535 | -142054 | -162449 | -2840365 | -1047286 | -2398234 |
Profit Factor | 1.6286 | 2.4104 | 0.8227 | 0.9972 | 1.7096 | 0.4484 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 143 | 69 | 74 | 143 | 69 | 74 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 47.9866 | 46.3087 | 49.6644 | 47.9866 | 46.3087 | 49.6644 |
Ratio Avg Win / Avg Loss | 1.7652 | 2.7947 | 0.8338 | 1.0809 | 1.9822 | 0.4544 |
Largest Winning Trade | 518393 | 518393 | 65174 | 2071971 | 2071971 | 316457 |
Largest Losing Trade | -43946 | -25559 | -43946 | -1282664 | -356862 | -1282664 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7170 | 3396 | 3774 | 7170 | 3396 | 3774 |
Profit Streak | 0 | 19.1024 | 0 | 0 | 19.1024 | 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 | -17623 | 201362 | -580790 | -578058 | 305645 | -580790 |
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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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