Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405071.8458 | 583585.978 | -178514.1322 | -81354.2545 | 3428097.6324 | -3509451.8869 |
Total P&L (%) | 405.0718 | 583.586 | -178.5141 | -81.3543 | 3428.0976 | -3509.4519 |
Avg Daily Profit (%) | 0.2236 | 0.3221 | -0.0985 | -0.0926 | 0.1968 | 0 |
Buy And Hold Return (%) | 530.3681 | 530.3681 | 530.3681 | 530.3681 | 530.3681 | 530.3681 |
Max Trade Drawdown | -365194 | -171932 | -250906 | -5872749 | -2350000 | -4797457 |
Profit Factor | 1.2196 | 1.6473 | 0.8107 | 0.9952 | 1.4809 | 0.6407 |
Total Trades | 417 | 208 | 209 | 417 | 208 | 209 |
Winning Trades | 213 | 103 | 110 | 213 | 103 | 110 |
Losing Trades | 204 | 105 | 99 | 204 | 105 | 99 |
Profitability (%) | 51.0791 | 49.5192 | 52.6316 | 51.0791 | 49.5192 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.168 | 1.6793 | 0.7297 | 0.9531 | 1.5096 | 0.5766 |
Largest Winning Trade | 233901 | 233901 | 42022 | 3002371 | 3002371 | 744185 |
Largest Losing Trade | -48272 | -35682 | -48272 | -2480345 | -753186 | -2480345 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5380 | 2698 | 2682 | 5380 | 2698 | 2682 |
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 | -155765 | -121735 | -579620 | -578180 | 380796 | -579620 |
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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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