Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581612.0431 | 597453.6501 | -15841.607 | -927224.6655 | 4346931.3507 | -5274156.0161 |
Total P&L (%) | 581.612 | 597.4537 | -15.8416 | -927.2247 | 4346.9314 | -5274.156 |
Avg Daily Profit (%) | 0.2326 | 0.239 | -0.0063 | 0 | 0.1519 | 0 |
Buy And Hold Return (%) | 645.5099 | 645.5099 | 645.5099 | 645.5099 | 645.5099 | 645.5099 |
Max Trade Drawdown | -205056 | -84372 | -194570 | -6262335 | -1489131 | -7123830 |
Profit Factor | 1.481 | 1.9578 | 0.9729 | 0.952 | 1.5712 | 0.5496 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 147 | 72 | 75 | 154 | 74 | 80 |
Losing Trades | 151 | 77 | 74 | 144 | 75 | 69 |
Profitability (%) | 49.3289 | 48.3221 | 50.3356 | 51.6779 | 49.6644 | 53.6913 |
Ratio Avg Win / Avg Loss | 1.5213 | 2.0937 | 0.96 | 0.8902 | 1.5924 | 0.474 |
Largest Winning Trade | 147649 | 147649 | 35250 | 2615395 | 2615395 | 307557 |
Largest Losing Trade | -123126 | -33236 | -123126 | -6095382 | -740793 | -6095382 |
Avg Bars in Trades | 33 | 39 | 27 | 33 | 39 | 27 |
Avg Bars in Winners | 37 | 44 | 31 | 35 | 42 | 29 |
Avg Bars in Losers | 28 | 34 | 23 | 30 | 36 | 24 |
Bars Traded | 9906 | 5842 | 4064 | 9906 | 5842 | 4064 |
Profit Streak | 66.7913 | 75.7913 | 66.7913 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152372 | -153128 | -579645 | -579001 | 360402 | -580181 |
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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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