Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680239.4103 | 685679.5471 | -5440.1368 | 19752.8428 | 8437314.7286 | -8417561.8858 |
Total P&L (%) | 680.2394 | 685.6795 | -5.4401 | 19.7528 | 8437.3147 | -8417.5619 |
Avg Daily Profit (%) | 0.2859 | 0.2882 | -0.0023 | 0.0076 | 0.1871 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -325982 | -179138 | -192443 | -14789069 | -9170845 | -9824306 |
Profit Factor | 1.423 | 1.9237 | 0.9937 | 1.0003 | 1.3113 | 0.7282 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 157 | 86 | 71 | 157 | 86 | 71 |
Losing Trades | 184 | 85 | 99 | 184 | 85 | 99 |
Profitability (%) | 46.0411 | 50.2924 | 41.7647 | 46.0411 | 50.2924 | 41.7647 |
Ratio Avg Win / Avg Loss | 1.6677 | 1.9013 | 1.3856 | 1.1724 | 1.2961 | 1.0154 |
Largest Winning Trade | 313355 | 313355 | 65563 | 10460059 | 10460059 | 4426563 |
Largest Losing Trade | -54852 | -41322 | -54852 | -3929592 | -2476357 | -3929592 |
Avg Bars in Trades | 40 | 32 | 49 | 40 | 32 | 49 |
Avg Bars in Winners | 61 | 43 | 82 | 61 | 43 | 82 |
Avg Bars in Losers | 23 | 20 | 25 | 23 | 20 | 25 |
Bars Traded | 13911 | 5476 | 8435 | 13911 | 5476 | 8435 |
Profit Streak | 9.0879 | 13.2545 | 0 | 9.0879 | 13.2545 | 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 | 418682 | 483415 | -581979 | -408999 | 326303 | -581979 |
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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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