Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384801.9937 | 504504.5165 | -119702.5228 | -27019.4237 | 3468950.5856 | -3495970.0093 |
Total P&L (%) | 384.802 | 504.5045 | -119.7025 | -27.0194 | 3468.9506 | -3495.97 |
Avg Daily Profit (%) | 0.2116 | 0.2774 | -0.0658 | -0.0173 | 0.1968 | 0 |
Buy And Hold Return (%) | 420.6401 | 420.6401 | 420.6401 | 420.6401 | 420.6401 | 420.6401 |
Max Trade Drawdown | -259628 | -169602 | -259299 | -6441530 | -4035199 | -5909500 |
Profit Factor | 1.1662 | 1.4658 | 0.9029 | 0.9991 | 1.2378 | 0.7961 |
Total Trades | 646 | 323 | 323 | 646 | 323 | 323 |
Winning Trades | 311 | 145 | 166 | 311 | 145 | 166 |
Losing Trades | 335 | 178 | 157 | 335 | 178 | 157 |
Profitability (%) | 48.1424 | 44.8916 | 51.3932 | 48.1424 | 44.8916 | 51.3932 |
Ratio Avg Win / Avg Loss | 1.2562 | 1.7995 | 0.8539 | 1.0763 | 1.5196 | 0.7529 |
Largest Winning Trade | 136074 | 136074 | 42659 | 3219003 | 3219003 | 1100910 |
Largest Losing Trade | -34153 | -28890 | -34153 | -1308078 | -1308078 | -1287001 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 6 | 5 | 5 | 6 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3630 | 1851 | 1777 | 3630 | 1851 | 1777 |
Profit Streak | 4.954 | 7.454 | 0 | 4.954 | 7.454 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192154 | -92738 | -579186 | -575506 | 321458 | -579186 |
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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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