Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7203.1753 | 421992.6636 | -414789.4882 | -207450.555 | -4481832.6689 | 4274382.1139 |
Total P&L (%) | 7.2032 | 421.9927 | -414.7895 | -207.4506 | -4481.8327 | 4274.3821 |
Avg Daily Profit (%) | 0.0033 | 0.1925 | -0.1892 | 0 | 0 | 0.1725 |
Buy And Hold Return (%) | 479.4809 | 479.4809 | 479.4809 | 479.4809 | 479.4809 | 479.4809 |
Max Trade Drawdown | -409886 | -135449 | -492098 | -5617260 | -7185651 | -3068715 |
Profit Factor | 1.0035 | 1.6164 | 0.7044 | 0.9931 | 0.7157 | 1.2962 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 168 | 81 | 87 | 181 | 94 | 87 |
Losing Trades | 183 | 95 | 88 | 170 | 82 | 88 |
Profitability (%) | 47.8632 | 46.0227 | 49.7143 | 51.567 | 53.4091 | 49.7143 |
Ratio Avg Win / Avg Loss | 1.093 | 1.8958 | 0.7125 | 0.9328 | 0.6243 | 1.3111 |
Largest Winning Trade | 77293 | 77293 | 46182 | 2649480 | 799146 | 2649480 |
Largest Losing Trade | -407760 | -27124 | -407760 | -1654443 | -1654443 | -952712 |
Avg Bars in Trades | 12 | 9 | 15 | 12 | 9 | 15 |
Avg Bars in Winners | 14 | 10 | 17 | 10 | 9 | 12 |
Avg Bars in Losers | 10 | 8 | 12 | 13 | 10 | 17 |
Bars Traded | 4337 | 1699 | 2638 | 4337 | 1699 | 2638 |
Profit Streak | 0 | 0 | 0 | 18.8206 | 18.8206 | 26.3206 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -569653 | -156063 | -580250 | -577396 | -579131 | 321592 |
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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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