Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222019.5481 | 361988.2053 | -139968.6571 | -76609.319 | 5409007.4842 | -5485616.8032 |
Total P&L (%) | 222.0195 | 361.9882 | -139.9687 | -76.6093 | 5409.0075 | -5485.6168 |
Avg Daily Profit (%) | 0.0888 | 0.1448 | -0.056 | -0.0581 | 0.1605 | 0 |
Buy And Hold Return (%) | 486.9375 | 486.9375 | 486.9375 | 486.9375 | 486.9375 | 486.9375 |
Max Trade Drawdown | -437616 | -184270 | -381718 | -10051079 | -1566004 | -9101009 |
Profit Factor | 1.1065 | 1.3736 | 0.8746 | 0.996 | 1.8998 | 0.5781 |
Total Trades | 726 | 363 | 363 | 726 | 363 | 363 |
Winning Trades | 360 | 178 | 182 | 360 | 178 | 182 |
Losing Trades | 366 | 185 | 181 | 366 | 185 | 181 |
Profitability (%) | 49.5868 | 49.0358 | 50.1377 | 49.5868 | 49.0358 | 50.1377 |
Ratio Avg Win / Avg Loss | 1.1249 | 1.4276 | 0.8698 | 1.0126 | 1.9745 | 0.5749 |
Largest Winning Trade | 75645 | 75645 | 54791 | 1926426 | 1926426 | 1289600 |
Largest Losing Trade | -65090 | -32734 | -65090 | -3257086 | -819472 | -3257086 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 9990 | 4997 | 4993 | 9990 | 4997 | 4993 |
Profit Streak | 5.7475 | 8.9975 | 0 | 5.7475 | 8.9975 | 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 | -338943 | -163077 | -579140 | -574500 | 475925 | -579140 |
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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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