Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384356.2983 | 406095.6242 | -21739.3259 | 94466.233 | 1452600.9649 | -1358134.7319 |
Total P&L (%) | 384.3563 | 406.0956 | -21.7393 | 94.4662 | 1452.601 | -1358.1347 |
Avg Daily Profit (%) | 0.2128 | 0.2249 | -0.012 | 0.0368 | 0.152 | 0 |
Buy And Hold Return (%) | 256.902 | 256.902 | 256.902 | 256.902 | 256.902 | 256.902 |
Max Trade Drawdown | -190560 | -162772 | -78148 | -2736194 | -1458725 | -1673990 |
Profit Factor | 1.2167 | 1.3618 | 0.9666 | 1.0078 | 1.2061 | 0.7326 |
Total Trades | 755 | 377 | 378 | 755 | 377 | 378 |
Winning Trades | 514 | 267 | 247 | 514 | 267 | 247 |
Losing Trades | 241 | 110 | 131 | 241 | 110 | 131 |
Profitability (%) | 68.0795 | 70.8223 | 65.3439 | 68.0795 | 70.8223 | 65.3439 |
Ratio Avg Win / Avg Loss | 0.5705 | 0.561 | 0.5127 | 0.4725 | 0.4969 | 0.3885 |
Largest Winning Trade | 27202 | 27202 | 17793 | 460051 | 460051 | 261869 |
Largest Losing Trade | -58753 | -49431 | -58753 | -1407089 | -489537 | -1407089 |
Avg Bars in Trades | 28 | 48 | 8 | 28 | 48 | 8 |
Avg Bars in Winners | 14 | 22 | 5 | 14 | 22 | 5 |
Avg Bars in Losers | 57 | 111 | 13 | 57 | 111 | 13 |
Bars Traded | 21480 | 18333 | 3147 | 21480 | 18333 | 3147 |
Profit Streak | 0 | 18.3507 | 0 | 0 | 18.3507 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 42889 | 76487 | -577090 | -516116 | 351141 | -577090 |
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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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