Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531887.1104 | 557440.2111 | -25553.1008 | -786797.4315 | 4550389.2868 | -5337186.7183 |
Total P&L (%) | 531.8871 | 557.4402 | -25.5531 | -786.7974 | 4550.3893 | -5337.1867 |
Avg Daily Profit (%) | 0.2554 | 0.2677 | -0.0123 | 0 | 0.1845 | 0 |
Buy And Hold Return (%) | 1121.6914 | 1121.6914 | 1121.6914 | 1121.6914 | 1121.6914 | 1121.6914 |
Max Trade Drawdown | -164752 | -86764 | -173572 | -6348825 | -551599 | -6878433 |
Profit Factor | 1.4637 | 2.1317 | 0.961 | 0.9485 | 2.0128 | 0.5044 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 191 | 100 | 91 | 186 | 98 | 88 |
Losing Trades | 187 | 89 | 98 | 192 | 91 | 101 |
Profitability (%) | 50.5291 | 52.9101 | 48.1481 | 49.2063 | 51.8519 | 46.5608 |
Ratio Avg Win / Avg Loss | 1.4331 | 1.8972 | 1.0349 | 0.979 | 1.869 | 0.579 |
Largest Winning Trade | 118707 | 118707 | 48083 | 2887710 | 2887710 | 493127 |
Largest Losing Trade | -118371 | -44761 | -118371 | -6297752 | -415240 | -6297752 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 76 | 72 | 80 | 74 | 69 | 80 |
Avg Bars in Losers | 54 | 67 | 41 | 56 | 70 | 43 |
Bars Traded | 24722 | 13273 | 11450 | 24722 | 13273 | 11450 |
Profit Streak | 0 | 0 | 12.9493 | 6.7827 | 15.4493 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154137 | -152295 | -578788 | -578423 | 406944 | -581681 |
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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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