Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2470.1537 | 421992.6636 | -419522.5099 | -202364.8971 | -4481832.6689 | 4279467.7719 |
Total P&L (%) | 2.4702 | 421.9927 | -419.5225 | -202.3649 | -4481.8327 | 4279.4678 |
Avg Daily Profit (%) | 0.0011 | 0.1921 | -0.191 | 0 | 0 | 0.1722 |
Buy And Hold Return (%) | 515.765 | 515.765 | 515.765 | 515.765 | 515.765 | 515.765 |
Max Trade Drawdown | -409886 | -135449 | -496831 | -5617260 | -7185651 | -3068715 |
Profit Factor | 1.0012 | 1.6164 | 0.702 | 0.9933 | 0.7157 | 1.2966 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 168 | 81 | 87 | 182 | 94 | 88 |
Losing Trades | 184 | 95 | 89 | 170 | 82 | 88 |
Profitability (%) | 47.7273 | 46.0227 | 49.4318 | 51.7045 | 53.4091 | 50 |
Ratio Avg Win / Avg Loss | 1.0965 | 1.8958 | 0.7181 | 0.9278 | 0.6243 | 1.2966 |
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 | 4357 | 1699 | 2658 | 4357 | 1699 | 2658 |
Profit Streak | 0 | 0 | 0 | 23.8867 | 23.8867 | 31.3867 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575079 | -156067 | -580354 | -576973 | -579147 | 342221 |
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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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