Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326365.3001 | 350979.674 | -24614.3739 | -71970.4289 | -892853.913 | 820883.4841 |
Total P&L (%) | 326.3653 | 350.9797 | -24.6144 | -71.9704 | -892.8539 | 820.8835 |
Avg Daily Profit (%) | 0.1809 | 0.1945 | -0.0136 | -0.0705 | 0 | 0.1231 |
Buy And Hold Return (%) | 42.9762 | 42.9762 | 42.9762 | 42.9762 | 42.9762 | 42.9762 |
Max Trade Drawdown | -303615 | -84576 | -364745 | -5969876 | -4540877 | -5499479 |
Profit Factor | 1.1303 | 1.3146 | 0.9823 | 0.9976 | 0.9415 | 1.0559 |
Total Trades | 955 | 477 | 478 | 955 | 477 | 478 |
Winning Trades | 570 | 276 | 294 | 570 | 276 | 294 |
Losing Trades | 385 | 201 | 184 | 385 | 201 | 184 |
Profitability (%) | 59.6859 | 57.8616 | 61.5063 | 59.6859 | 57.8616 | 61.5063 |
Ratio Avg Win / Avg Loss | 0.7634 | 0.9574 | 0.6148 | 0.6738 | 0.6857 | 0.6609 |
Largest Winning Trade | 50282 | 50282 | 25399 | 961152 | 961152 | 708095 |
Largest Losing Trade | -78622 | -34244 | -78622 | -1291722 | -1291722 | -1124167 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 3407 | 1664 | 1743 | 3407 | 1664 | 1743 |
Profit Streak | 4.8543 | 4.8543 | 9.8543 | 4.8543 | 4.8543 | 9.8543 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63012 | 356216 | -575961 | -572365 | -576963 | -184082 |
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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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