Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982356.8308 | 994073.4053 | -11716.5745 | 385873.4569 | 2853173.1304 | -2467299.6735 |
Total P&L (%) | 982.3568 | 994.0734 | -11.7166 | 385.8735 | 2853.1731 | -2467.2997 |
Avg Daily Profit (%) | 0.4458 | 0.4511 | -0.0053 | 0.0718 | 0.1537 | 0 |
Buy And Hold Return (%) | 391.2518 | 391.2518 | 391.2518 | 391.2518 | 391.2518 | 391.2518 |
Max Trade Drawdown | -184800 | -151274 | -106094 | -2897342 | -1676698 | -2602312 |
Profit Factor | 1.6559 | 2.2613 | 0.9835 | 1.0259 | 1.4003 | 0.6821 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 240 | 109 | 131 | 240 | 109 | 131 |
Losing Trades | 266 | 144 | 122 | 266 | 144 | 122 |
Profitability (%) | 47.4308 | 43.083 | 51.7787 | 47.4308 | 43.083 | 51.7787 |
Ratio Avg Win / Avg Loss | 1.8352 | 2.9874 | 0.9159 | 1.1371 | 1.8499 | 0.6352 |
Largest Winning Trade | 462780 | 462780 | 52824 | 1568418 | 1568418 | 284628 |
Largest Losing Trade | -68907 | -42746 | -68907 | -1133890 | -318714 | -1133890 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 33 | 40 | 27 | 33 | 40 | 27 |
Avg Bars in Losers | 19 | 21 | 15 | 19 | 21 | 15 |
Bars Traded | 13055 | 7518 | 5537 | 13055 | 7518 | 5537 |
Profit Streak | 0.552 | 0 | 8.052 | 0.552 | 0 | 8.052 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297093 | 335689 | -578370 | -456405 | 281017 | -578370 |
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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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