Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513263.9192 | 522051.6723 | -8787.7531 | 54110.7812 | 2443180.6719 | -2389069.8907 |
Total P&L (%) | 513.2639 | 522.0517 | -8.7878 | 54.1108 | 2443.1807 | -2389.0699 |
Avg Daily Profit (%) | 0.2766 | 0.2813 | -0.0047 | 0.0233 | 0.1745 | 0 |
Buy And Hold Return (%) | 65.2247 | 65.2247 | 65.2247 | 65.2247 | 65.2247 | 65.2247 |
Max Trade Drawdown | -198278 | -167774 | -107867 | -4139867 | -3587604 | -2688466 |
Profit Factor | 1.2934 | 1.464 | 0.9859 | 1.0018 | 1.1289 | 0.7765 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 230 | 112 | 118 | 230 | 112 | 118 |
Losing Trades | 209 | 108 | 101 | 209 | 108 | 101 |
Profitability (%) | 52.3918 | 50.9091 | 53.8813 | 52.3918 | 50.9091 | 53.8813 |
Ratio Avg Win / Avg Loss | 1.1753 | 1.4118 | 0.8439 | 0.9104 | 1.0886 | 0.6646 |
Largest Winning Trade | 75996 | 75996 | 26303 | 1587568 | 1587568 | 552611 |
Largest Losing Trade | -72651 | -72651 | -18213 | -1483311 | -1483311 | -683716 |
Avg Bars in Trades | 50 | 87 | 13 | 50 | 87 | 13 |
Avg Bars in Winners | 42 | 72 | 14 | 42 | 72 | 14 |
Avg Bars in Losers | 59 | 103 | 12 | 59 | 103 | 12 |
Bars Traded | 22144 | 19268 | 2876 | 22144 | 19268 | 2876 |
Profit Streak | 0 | 0 | 22.4293 | 0 | 0 | 22.4293 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408249 | 379179 | -578858 | -545087 | -70170 | -578858 |
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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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