Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392099.38 | 454768.6101 | -62669.2301 | 6580.5115 | 2743480.1997 | -2736899.6882 |
Total P&L (%) | 392.0994 | 454.7686 | -62.6692 | 6.5805 | 2743.4802 | -2736.8997 |
Avg Daily Profit (%) | 0.2161 | 0.2507 | -0.0345 | 0.0035 | 0.1847 | 0 |
Buy And Hold Return (%) | 434.8705 | 434.8705 | 434.8705 | 434.8705 | 434.8705 | 434.8705 |
Max Trade Drawdown | -195880 | -153460 | -161459 | -3265309 | -1702364 | -3992520 |
Profit Factor | 1.2065 | 1.4784 | 0.9339 | 1.0004 | 1.3927 | 0.6776 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 292 | 144 | 148 | 292 | 144 | 148 |
Losing Trades | 224 | 114 | 110 | 224 | 114 | 110 |
Profitability (%) | 56.5891 | 55.814 | 57.3643 | 56.5891 | 55.814 | 57.3643 |
Ratio Avg Win / Avg Loss | 0.9255 | 1.1704 | 0.6941 | 0.7674 | 1.1025 | 0.5036 |
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 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 5432 | 2719 | 2713 | 5432 | 2719 | 2713 |
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 | -156344 | -140488 | -578751 | -571798 | 357187 | -578751 |
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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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