Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140562.288 | 478639.0844 | -338076.7964 | -1247364.2216 | 6569219.4609 | -7816583.6825 |
Total P&L (%) | 140.5623 | 478.6391 | -338.0768 | -1247.3642 | 6569.2195 | -7816.5837 |
Avg Daily Profit (%) | 0.0634 | 0.216 | -0.1526 | 0 | 0.1897 | 0 |
Buy And Hold Return (%) | 529.92 | 529.92 | 529.92 | 529.92 | 529.92 | 529.92 |
Max Trade Drawdown | -605587 | -157974 | -511750 | -9095157 | -1264723 | -9544689 |
Profit Factor | 1.056 | 1.3752 | 0.7266 | 0.9578 | 1.578 | 0.5706 |
Total Trades | 691 | 345 | 346 | 691 | 345 | 346 |
Winning Trades | 335 | 149 | 186 | 361 | 196 | 165 |
Losing Trades | 356 | 196 | 160 | 330 | 149 | 181 |
Profitability (%) | 48.4805 | 43.1884 | 53.7572 | 52.2431 | 56.8116 | 47.6879 |
Ratio Avg Win / Avg Loss | 1.1222 | 1.809 | 0.625 | 0.8756 | 1.1996 | 0.626 |
Largest Winning Trade | 129161 | 129161 | 36119 | 1461557 | 1461557 | 1424200 |
Largest Losing Trade | -395179 | -48069 | -395179 | -9095157 | -624744 | -9095157 |
Avg Bars in Trades | 12 | 18 | 7 | 12 | 18 | 7 |
Avg Bars in Winners | 13 | 21 | 7 | 13 | 18 | 7 |
Avg Bars in Losers | 12 | 16 | 7 | 12 | 18 | 7 |
Bars Traded | 8803 | 6316 | 2487 | 8803 | 6316 | 2487 |
Profit Streak | 1.8524 | 0 | 24.3524 | 0 | 17.6024 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -431882 | -157487 | -577214 | -576599 | 490263 | -580145 |
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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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