Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402931.5172 | 500306.3873 | -97374.8702 | 224.9462 | 2994868.8139 | -2994643.8678 |
Total P&L (%) | 402.9315 | 500.3064 | -97.3749 | 0.2249 | 2994.8688 | -2994.6439 |
Avg Daily Profit (%) | 0.2211 | 0.2746 | -0.0534 | 0.0001 | 0.1886 | 0 |
Buy And Hold Return (%) | 557.4508 | 557.4508 | 557.4508 | 557.4508 | 557.4508 | 557.4508 |
Max Trade Drawdown | -283470 | -167848 | -215637 | -6735466 | -2836994 | -5180496 |
Profit Factor | 1.1957 | 1.4861 | 0.9054 | 1 | 1.3317 | 0.7356 |
Total Trades | 569 | 284 | 285 | 569 | 284 | 285 |
Winning Trades | 300 | 148 | 152 | 300 | 148 | 152 |
Losing Trades | 269 | 136 | 133 | 269 | 136 | 133 |
Profitability (%) | 52.7241 | 52.1127 | 53.3333 | 52.7241 | 52.1127 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.0721 | 1.3656 | 0.7923 | 0.8967 | 1.2237 | 0.6436 |
Largest Winning Trade | 140390 | 140390 | 35681 | 1555349 | 1555349 | 933156 |
Largest Losing Trade | -40848 | -40848 | -32552 | -1585412 | -768914 | -1585412 |
Avg Bars in Trades | 6 | 6 | 5 | 6 | 6 | 5 |
Avg Bars in Winners | 5 | 5 | 4 | 5 | 5 | 4 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 3604 | 1958 | 1646 | 3604 | 1958 | 1646 |
Profit Streak | 0 | 27.3679 | 0 | 0 | 27.3679 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159635 | -153387 | -579132 | -576998 | 346564 | -579132 |
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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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