Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583527.3587 | 677500.8319 | -93973.4731 | -106395.8266 | 1334820.1941 | -1441216.0207 |
Total P&L (%) | 583.5274 | 677.5008 | -93.9735 | -106.3958 | 1334.8202 | -1441.216 |
Avg Daily Profit (%) | 0.327 | 0.3796 | -0.0527 | 0 | 0.1494 | 0 |
Buy And Hold Return (%) | 541.4102 | 541.4102 | 541.4102 | 541.4102 | 541.4102 | 541.4102 |
Max Trade Drawdown | -110155 | -154471 | -225126 | -1258222 | -241462 | -1466939 |
Profit Factor | 1.3727 | 1.8562 | 0.8786 | 0.9565 | 3.2011 | 0.2173 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 192 | 85 | 107 | 253 | 137 | 116 |
Losing Trades | 258 | 140 | 118 | 197 | 88 | 109 |
Profitability (%) | 42.6667 | 37.7778 | 47.5556 | 56.2222 | 60.8889 | 51.5556 |
Ratio Avg Win / Avg Loss | 1.8446 | 3.0572 | 0.969 | 0.7448 | 2.0562 | 0.2042 |
Largest Winning Trade | 300779 | 300779 | 40646 | 899493 | 899493 | 84589 |
Largest Losing Trade | -102108 | -34449 | -102108 | -1223816 | -95251 | -1223816 |
Avg Bars in Trades | 46 | 49 | 44 | 46 | 49 | 44 |
Avg Bars in Winners | 63 | 67 | 60 | 39 | 45 | 32 |
Avg Bars in Losers | 34 | 38 | 29 | 55 | 54 | 57 |
Bars Traded | 21120 | 11083 | 10037 | 21120 | 11083 | 10037 |
Profit Streak | 0 | 0 | 0 | 19.7453 | 19.7453 | 22.5787 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131313 | -78611 | -581106 | -576102 | 438852 | -578913 |
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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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