Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398610.0049 | 476656.4666 | -78046.4617 | 18465.2038 | 4206970.7808 | -4188505.5771 |
Total P&L (%) | 398.61 | 476.6565 | -78.0465 | 18.4652 | 4206.9708 | -4188.5056 |
Avg Daily Profit (%) | 0.1589 | 0.19 | -0.0311 | 0.0068 | 0.1501 | 0 |
Buy And Hold Return (%) | 522.3795 | 522.3795 | 522.3795 | 522.3795 | 522.3795 | 522.3795 |
Max Trade Drawdown | -222004 | -128374 | -208326 | -5333372 | -3659970 | -4828547 |
Profit Factor | 1.1948 | 1.5104 | 0.9298 | 1.0007 | 1.3471 | 0.7431 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Losing Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Profitability (%) | 52.1825 | 51.9841 | 52.381 | 52.1825 | 51.9841 | 52.381 |
Ratio Avg Win / Avg Loss | 1.0949 | 1.3951 | 0.8453 | 0.9169 | 1.2442 | 0.6756 |
Largest Winning Trade | 80813 | 80813 | 31876 | 1630394 | 1630394 | 757554 |
Largest Losing Trade | -39428 | -39428 | -38328 | -1166932 | -1166932 | -1100378 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 7294 | 3645 | 3649 | 7294 | 3645 | 3649 |
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 | -161555 | -155574 | -579428 | -567861 | 334103 | -579428 |
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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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