Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503643.0221 | 481656.5175 | 21986.5046 | 794890.4081 | 6843508.9728 | -6048618.5647 |
Total P&L (%) | 503.643 | 481.6565 | 21.9865 | 794.8904 | 6843.509 | -6048.6186 |
Avg Daily Profit (%) | 0.2417 | 0.2312 | 0.0106 | 0.1052 | 0.2037 | 0 |
Buy And Hold Return (%) | 1800.1104 | 1800.1104 | 1800.1104 | 1800.1104 | 1800.1104 | 1800.1104 |
Max Trade Drawdown | -113411 | -66296 | -104851 | -7270508 | -1129153 | -7332923 |
Profit Factor | 1.6596 | 2.0112 | 1.0766 | 1.0442 | 1.8878 | 0.4116 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 289 | 158 | 131 | 289 | 158 | 131 |
Losing Trades | 142 | 58 | 84 | 142 | 58 | 84 |
Profitability (%) | 67.0534 | 73.1481 | 60.9302 | 67.0534 | 73.1481 | 60.9302 |
Ratio Avg Win / Avg Loss | 0.8155 | 0.7383 | 0.6903 | 0.5131 | 0.693 | 0.2639 |
Largest Winning Trade | 56721 | 56721 | 16843 | 749646 | 749646 | 270736 |
Largest Losing Trade | -90456 | -54816 | -90456 | -7089688 | -1006921 | -7089688 |
Avg Bars in Trades | 57 | 105 | 10 | 57 | 105 | 10 |
Avg Bars in Winners | 44 | 74 | 8 | 44 | 74 | 8 |
Avg Bars in Losers | 84 | 188 | 13 | 84 | 188 | 13 |
Bars Traded | 24914 | 22756 | 2158 | 24914 | 22756 | 2158 |
Profit Streak | 4.429 | 5.429 | 0 | 4.429 | 5.429 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152373 | -152562 | -480222 | -386777 | 387387 | -578513 |
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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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