Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2395760.6918 | 2416472.063 | -20711.3712 | 465934.947 | 1053741.4498 | -587806.5028 |
Total P&L (%) | 2395.7607 | 2416.4721 | -20.7114 | 465.9349 | 1053.7415 | -587.8065 |
Avg Daily Profit (%) | 1.1504 | 1.1604 | -0.0099 | 0.0833 | 0.1175 | 0 |
Buy And Hold Return (%) | 445.8328 | 445.8328 | 445.8328 | 445.8328 | 445.8328 | 445.8328 |
Max Trade Drawdown | -190400 | -114712 | -178558 | -2311975 | -1493192 | -1083546 |
Profit Factor | 2.6234 | 4.2138 | 0.9714 | 1.0556 | 1.2426 | 0.8541 |
Total Trades | 686 | 343 | 343 | 686 | 343 | 343 |
Winning Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Losing Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Profitability (%) | 35.277 | 35.277 | 35.277 | 35.277 | 35.277 | 35.277 |
Ratio Avg Win / Avg Loss | 4.8131 | 7.7311 | 1.7822 | 1.9368 | 2.2798 | 1.5671 |
Largest Winning Trade | 2291151 | 2291151 | 44338 | 2383978 | 2383978 | 430525 |
Largest Losing Trade | -36850 | -30060 | -36850 | -645727 | -428514 | -645727 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 67 | 66 | 69 | 67 | 66 | 69 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 24801 | 12365 | 12436 | 24801 | 12365 | 12436 |
Profit Streak | 0 | 0 | 17.4306 | 0 | 0 | 17.4306 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548897 | 545622 | -581919 | -393881 | -43825 | -581919 |
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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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