Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723071.2912 | 734376.9982 | -11305.7069 | 348378.3799 | 3808938.6534 | -3460560.2735 |
Total P&L (%) | 723.0713 | 734.377 | -11.3057 | 348.3784 | 3808.9387 | -3460.5603 |
Avg Daily Profit (%) | 0.398 | 0.4042 | -0.0062 | 0.0826 | 0.202 | 0 |
Buy And Hold Return (%) | 538.9019 | 538.9019 | 538.9019 | 538.9019 | 538.9019 | 538.9019 |
Max Trade Drawdown | -217012 | -115226 | -117799 | -5140839 | -1585544 | -3865683 |
Profit Factor | 1.5476 | 2.0838 | 0.9824 | 1.0261 | 1.6949 | 0.561 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 48.1618 | 44.8529 | 51.4706 | 48.1618 | 44.8529 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.6658 | 2.5621 | 0.9263 | 1.1044 | 2.0839 | 0.5289 |
Largest Winning Trade | 335092 | 335092 | 43461 | 2470799 | 2470799 | 405875 |
Largest Losing Trade | -36470 | -23859 | -36470 | -1579716 | -570340 | -1579716 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 7204 | 3597 | 3607 | 7204 | 3597 | 3607 |
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 | -46031 | -41101 | -580503 | -439284 | 336549 | -580503 |
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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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