Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334875.8242 | 357496.3467 | -22620.5225 | -98702.1683 | 2771797.2035 | -2870499.3719 |
Total P&L (%) | 334.8758 | 357.4963 | -22.6205 | -98.7022 | 2771.7972 | -2870.4994 |
Avg Daily Profit (%) | 0.179 | 0.1911 | -0.0121 | -0.232 | 0.1797 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -372522 | -105748 | -360277 | -5182673 | -1407303 | -6572224 |
Profit Factor | 1.1509 | 1.3461 | 0.9809 | 0.9957 | 1.2939 | 0.7847 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 253 | 121 | 132 | 253 | 121 | 132 |
Losing Trades | 215 | 113 | 102 | 215 | 113 | 102 |
Profitability (%) | 54.0598 | 51.7094 | 56.4103 | 54.0598 | 51.7094 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.978 | 1.2571 | 0.758 | 0.8461 | 1.2084 | 0.6063 |
Largest Winning Trade | 88714 | 88714 | 39982 | 766056 | 766056 | 467963 |
Largest Losing Trade | -98107 | -36238 | -98107 | -3231636 | -631802 | -3231636 |
Avg Bars in Trades | 7 | 8 | 6 | 7 | 8 | 6 |
Avg Bars in Winners | 8 | 9 | 6 | 8 | 9 | 6 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 3690 | 2081 | 1609 | 3690 | 2081 | 1609 |
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 | -45557 | 326843 | -579000 | -577528 | 326836 | -579000 |
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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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