Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586565.5366 | 635264.868 | -48699.3313 | -66791.2581 | 2259374.4465 | -2326165.7046 |
Total P&L (%) | 586.5655 | 635.2649 | -48.6993 | -66.7913 | 2259.3744 | -2326.1657 |
Avg Daily Profit (%) | 0.3135 | 0.3395 | -0.026 | -0.0589 | 0.1691 | 0 |
Buy And Hold Return (%) | 417.7161 | 417.7161 | 417.7161 | 417.7161 | 417.7161 | 417.7161 |
Max Trade Drawdown | -258407 | -131830 | -176341 | -2198648 | -460235 | -2435737 |
Profit Factor | 1.3521 | 1.9039 | 0.9494 | 0.9928 | 1.7175 | 0.6225 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 181 | 86 | 95 | 181 | 86 | 95 |
Losing Trades | 189 | 99 | 90 | 189 | 99 | 90 |
Profitability (%) | 48.9189 | 46.4865 | 51.3514 | 48.9189 | 46.4865 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.4118 | 2.1918 | 0.8995 | 1.0367 | 1.9771 | 0.5897 |
Largest Winning Trade | 166868 | 166868 | 37214 | 1295347 | 1295347 | 209881 |
Largest Losing Trade | -88013 | -37893 | -88013 | -1692117 | -203253 | -1692117 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 7428 | 3807 | 3621 | 7428 | 3807 | 3621 |
Profit Streak | 12.5174 | 0 | 14.7674 | 12.5174 | 0 | 14.7674 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28203 | 75092 | -579323 | -576704 | 334519 | -579323 |
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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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