Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274453.2623 | 493973.8 | -219520.5378 | 185081.6151 | 5311193.4691 | -5126111.854 |
Total P&L (%) | 274.4533 | 493.9738 | -219.5205 | 185.0816 | 5311.1935 | -5126.1119 |
Avg Daily Profit (%) | 0.1456 | 0.262 | -0.1164 | 0.0556 | 0.2119 | 0 |
Buy And Hold Return (%) | 458.4093 | 458.4093 | 458.4093 | 458.4093 | 458.4093 | 458.4093 |
Max Trade Drawdown | -366352 | -118201 | -302826 | -15904456 | -4085148 | -17487089 |
Profit Factor | 1.176 | 1.7975 | 0.7664 | 1.0028 | 1.2186 | 0.8745 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 166 | 87 | 79 | 204 | 103 | 101 |
Losing Trades | 220 | 106 | 114 | 182 | 90 | 92 |
Profitability (%) | 43.0052 | 45.0777 | 40.9326 | 52.8497 | 53.3679 | 52.3316 |
Ratio Avg Win / Avg Loss | 1.5586 | 2.1901 | 1.106 | 0.8947 | 1.0648 | 0.7966 |
Largest Winning Trade | 315753 | 315753 | 44180 | 9124687 | 2266170 | 9124687 |
Largest Losing Trade | -251488 | -30627 | -251488 | -11856656 | -2366985 | -11856656 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 18 | 18 | 19 | 13 | 15 | 11 |
Avg Bars in Losers | 11 | 13 | 9 | 15 | 15 | 15 |
Bars Traded | 5640 | 3034 | 2606 | 5640 | 3034 | 2606 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190696 | -131261 | -581904 | -500878 | 320230 | -579742 |
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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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