Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104050.4237 | 402021.2644 | -297970.8407 | -97292.3784 | 3272979.2149 | -3370271.5934 |
Total P&L (%) | 104.0504 | 402.0213 | -297.9708 | -97.2924 | 3272.9792 | -3370.2716 |
Avg Daily Profit (%) | 0.0499 | 0.193 | -0.143 | -0.1731 | 0.169 | 0 |
Buy And Hold Return (%) | 1004.4776 | 1004.4776 | 1004.4776 | 1004.4776 | 1004.4776 | 1004.4776 |
Max Trade Drawdown | -518178 | -268385 | -362709 | -3803225 | -1644593 | -3785820 |
Profit Factor | 1.0369 | 1.2963 | 0.7968 | 0.9926 | 1.6599 | 0.5897 |
Total Trades | 878 | 439 | 439 | 878 | 439 | 439 |
Winning Trades | 444 | 221 | 223 | 444 | 221 | 223 |
Losing Trades | 434 | 218 | 216 | 434 | 218 | 216 |
Profitability (%) | 50.5695 | 50.3417 | 50.7973 | 50.5695 | 50.3417 | 50.7973 |
Ratio Avg Win / Avg Loss | 1.0135 | 1.2787 | 0.7718 | 0.9703 | 1.6374 | 0.5712 |
Largest Winning Trade | 149022 | 149022 | 49001 | 954344 | 954344 | 390749 |
Largest Losing Trade | -46637 | -31901 | -46637 | -1160551 | -525484 | -1160551 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 24888 | 12535 | 12353 | 24888 | 12535 | 12353 |
Profit Streak | 4.3291 | 16.0791 | 4.3291 | 4.3291 | 16.0791 | 4.3291 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -465642 | -154556 | -578571 | -574439 | 418851 | -578571 |
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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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