Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674146.7821 | 657150.6095 | 16996.1726 | -719392.4035 | 6294343.3054 | -7013735.7089 |
Total P&L (%) | 674.1468 | 657.1506 | 16.9962 | -719.3924 | 6294.3433 | -7013.7357 |
Avg Daily Profit (%) | 0.2697 | 0.2629 | 0.0068 | 0 | 0.1665 | 0 |
Buy And Hold Return (%) | 524.2453 | 524.2453 | 524.2453 | 524.2453 | 524.2453 | 524.2453 |
Max Trade Drawdown | -174387 | -87998 | -172405 | -8088910 | -2610150 | -9217924 |
Profit Factor | 1.4984 | 1.9011 | 1.0273 | 0.9755 | 1.4968 | 0.5787 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 181 | 83 | 98 | 189 | 84 | 105 |
Losing Trades | 208 | 111 | 97 | 200 | 110 | 90 |
Profitability (%) | 46.5296 | 42.7835 | 50.2564 | 48.5861 | 43.299 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7219 | 2.5424 | 1.0168 | 1.0322 | 1.9601 | 0.496 |
Largest Winning Trade | 167501 | 167501 | 53467 | 3669242 | 3669242 | 513756 |
Largest Losing Trade | -111848 | -29787 | -111848 | -7855690 | -869066 | -7855690 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 31 | 38 | 25 | 30 | 37 | 24 |
Avg Bars in Losers | 20 | 23 | 16 | 20 | 23 | 16 |
Bars Traded | 9888 | 5787 | 4101 | 9888 | 5787 | 4101 |
Profit Streak | 0 | 0 | 0 | 21.9661 | 31.2161 | 21.9661 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64817 | -76789 | -539279 | -576303 | 317559 | -578987 |
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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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