Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381870.7384 | 467103.7698 | -85233.0313 | -6461.3814 | 2754140.3136 | -2760601.695 |
Total P&L (%) | 381.8707 | 467.1038 | -85.233 | -6.4614 | 2754.1403 | -2760.6017 |
Avg Daily Profit (%) | 0.2092 | 0.2559 | -0.0467 | -0.0037 | 0.1838 | 0 |
Buy And Hold Return (%) | 579.4851 | 579.4851 | 579.4851 | 579.4851 | 579.4851 | 579.4851 |
Max Trade Drawdown | -202430 | -153460 | -183446 | -3279224 | -1702364 | -4016222 |
Profit Factor | 1.1988 | 1.4913 | 0.9122 | 0.9996 | 1.3942 | 0.6758 |
Total Trades | 519 | 259 | 260 | 519 | 259 | 260 |
Winning Trades | 293 | 145 | 148 | 293 | 145 | 148 |
Losing Trades | 226 | 114 | 112 | 226 | 114 | 112 |
Profitability (%) | 56.4547 | 55.9846 | 56.9231 | 56.4547 | 55.9846 | 56.9231 |
Ratio Avg Win / Avg Loss | 0.9246 | 1.1725 | 0.6903 | 0.771 | 1.0961 | 0.5114 |
Largest Winning Trade | 86019 | 86019 | 39364 | 603697 | 603697 | 320972 |
Largest Losing Trade | -68386 | -47610 | -68386 | -2301640 | -509849 | -2301640 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 5471 | 2738 | 2733 | 5471 | 2738 | 2733 |
Profit Streak | 0 | 13.9174 | 0 | 0 | 13.9174 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157799 | -153974 | -578798 | -576951 | 340423 | -578798 |
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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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