Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908201.9495 | 823248.7955 | 84953.1541 | 4879305.166 | 6854572.7104 | -1975267.5444 |
Total P&L (%) | 908.202 | 823.2488 | 84.9532 | 4879.3052 | 6854.5727 | -1975.2675 |
Avg Daily Profit (%) | 0.3633 | 0.3293 | 0.034 | 0.1564 | 0.1698 | 0 |
Buy And Hold Return (%) | 678.7648 | 678.7648 | 678.7648 | 678.7648 | 678.7648 | 678.7648 |
Max Trade Drawdown | -109772 | -55914 | -97601 | -4099030 | -2375022 | -4839526 |
Profit Factor | 1.8156 | 2.4823 | 1.1522 | 1.1976 | 1.5649 | 0.8427 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 211 | 107 | 104 | 211 | 107 | 104 |
Losing Trades | 177 | 87 | 90 | 177 | 87 | 90 |
Profitability (%) | 54.3814 | 55.1546 | 53.6082 | 54.3814 | 55.1546 | 53.6082 |
Ratio Avg Win / Avg Loss | 1.523 | 2.0183 | 0.9971 | 1.0046 | 1.2724 | 0.7293 |
Largest Winning Trade | 335355 | 335355 | 44252 | 5329480 | 5329480 | 864958 |
Largest Losing Trade | -48323 | -21932 | -48323 | -2641551 | -1061370 | -2641551 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 9566 | 5160 | 4406 | 9566 | 5160 | 4406 |
Profit Streak | 0 | 0 | 69.1731 | 0 | 0 | 69.1731 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44863 | -84273 | -365413 | 264804 | 391990 | -578140 |
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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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