Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407673.0004 | 510577.5364 | -102904.536 | -77691.2606 | 3548432.3605 | -3626123.6211 |
Total P&L (%) | 407.673 | 510.5775 | -102.9045 | -77.6913 | 3548.4324 | -3626.1236 |
Avg Daily Profit (%) | 0.1957 | 0.2451 | -0.0494 | -0.072 | 0.1728 | 0 |
Buy And Hold Return (%) | 464.0301 | 464.0301 | 464.0301 | 464.0301 | 464.0301 | 464.0301 |
Max Trade Drawdown | -291430 | -119681 | -346423 | -3095097 | -1422427 | -4562433 |
Profit Factor | 1.1483 | 1.4182 | 0.9327 | 0.9959 | 1.4972 | 0.6968 |
Total Trades | 746 | 373 | 373 | 746 | 373 | 373 |
Winning Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Losing Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Profitability (%) | 60.5898 | 60.5898 | 60.5898 | 60.5898 | 60.5898 | 60.5898 |
Ratio Avg Win / Avg Loss | 0.7469 | 0.9225 | 0.6066 | 0.6478 | 0.9738 | 0.4532 |
Largest Winning Trade | 58773 | 58773 | 30886 | 1036342 | 1036342 | 309737 |
Largest Losing Trade | -68607 | -46723 | -68607 | -1196929 | -585046 | -1196929 |
Avg Bars in Trades | 33 | 37 | 28 | 33 | 37 | 28 |
Avg Bars in Winners | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 49 | 59 | 39 | 49 | 59 | 39 |
Bars Traded | 24834 | 14049 | 10785 | 24834 | 14049 | 10785 |
Profit Streak | 1.4534 | 0 | 1.7867 | 1.4534 | 0 | 1.7867 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -214112 | -124240 | -579997 | -577645 | 367009 | -579997 |
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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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