Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389042.0094 | 447622.2736 | -58580.2642 | -29882.7412 | 2199970.3046 | -2229853.0458 |
Total P&L (%) | 389.042 | 447.6223 | -58.5803 | -29.8827 | 2199.9703 | -2229.853 |
Avg Daily Profit (%) | 0.2139 | 0.2461 | -0.0322 | -0.0195 | 0.1726 | 0 |
Buy And Hold Return (%) | 384.5843 | 384.5843 | 384.5843 | 384.5843 | 384.5843 | 384.5843 |
Max Trade Drawdown | -176669 | -105807 | -170586 | -2425684 | -1069539 | -3051743 |
Profit Factor | 1.2245 | 1.5772 | 0.9388 | 0.9976 | 1.4794 | 0.7069 |
Total Trades | 704 | 352 | 352 | 704 | 352 | 352 |
Winning Trades | 345 | 171 | 174 | 345 | 171 | 174 |
Losing Trades | 359 | 181 | 178 | 359 | 181 | 178 |
Profitability (%) | 49.0057 | 48.5795 | 49.4318 | 49.0057 | 48.5795 | 49.4318 |
Ratio Avg Win / Avg Loss | 1.2742 | 1.6694 | 0.9604 | 1.038 | 1.5659 | 0.7232 |
Largest Winning Trade | 72599 | 72599 | 37503 | 801737 | 801737 | 537057 |
Largest Losing Trade | -76069 | -38146 | -76069 | -882613 | -511751 | -882613 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 21493 | 9084 | 12409 | 21493 | 9084 | 12409 |
Profit Streak | 8.4909 | 10.5743 | 8.4909 | 8.4909 | 10.5743 | 8.4909 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150394 | -102218 | -579042 | -574697 | 392466 | -579042 |
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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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