Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -12763.6763 | 272842.8579 | -285606.5342 | -99722.7863 | 1847239.5069 | -1946962.2932 |
Total P&L (%) | -12.7637 | 272.8429 | -285.6065 | -99.7228 | 1847.2395 | -1946.9623 |
Avg Daily Profit (%) | -0.007 | 0.15 | -0.157 | -0.3232 | 0.1634 | 0 |
Buy And Hold Return (%) | 498.8268 | 498.8268 | 498.8268 | 498.8268 | 498.8268 | 498.8268 |
Max Trade Drawdown | -367490 | -174055 | -390025 | -1792838 | -150357 | -2336100 |
Profit Factor | 0.9942 | 1.2643 | 0.7591 | 0.9677 | 4.7887 | 0.2512 |
Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Winning Trades | 300 | 147 | 153 | 282 | 138 | 144 |
Losing Trades | 248 | 127 | 121 | 266 | 136 | 130 |
Profitability (%) | 54.7445 | 53.6496 | 55.8394 | 51.4599 | 50.365 | 52.5547 |
Ratio Avg Win / Avg Loss | 0.8219 | 1.0923 | 0.6003 | 0.9128 | 4.7193 | 0.2268 |
Largest Winning Trade | 50661 | 50661 | 31391 | 449195 | 449195 | 123668 |
Largest Losing Trade | -120565 | -44271 | -120565 | -1663098 | -120893 | -1663098 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 7 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 12 | 12 | 12 | 11 | 11 | 12 |
Bars Traded | 5448 | 2652 | 2796 | 5448 | 2652 | 2796 |
Profit Streak | 0 | 28.2653 | 0 | 0 | 28.2653 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577021 | -155593 | -578865 | -577447 | 560977 | -579291 |
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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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