Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307908.9608 | 460129.5991 | -152220.6383 | -108617.2402 | 2086180.4817 | -2194797.7218 |
Total P&L (%) | 307.909 | 460.1296 | -152.2206 | -108.6172 | 2086.1805 | -2194.7977 |
Avg Daily Profit (%) | 0.1711 | 0.2556 | -0.0846 | 0 | 0.1715 | 0 |
Buy And Hold Return (%) | 595.2441 | 595.2441 | 595.2441 | 595.2441 | 595.2441 | 595.2441 |
Max Trade Drawdown | -230291 | -182788 | -254298 | -2158492 | -212869 | -2415760 |
Profit Factor | 1.1588 | 1.5443 | 0.8608 | 0.9728 | 3.9587 | 0.3329 |
Total Trades | 486 | 243 | 243 | 486 | 243 | 243 |
Winning Trades | 239 | 117 | 122 | 272 | 143 | 129 |
Losing Trades | 247 | 126 | 121 | 214 | 100 | 114 |
Profitability (%) | 49.177 | 48.1481 | 50.2058 | 55.9671 | 58.8477 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.1976 | 1.6631 | 0.8537 | 0.7654 | 2.7683 | 0.2942 |
Largest Winning Trade | 170168 | 170168 | 52993 | 832036 | 832036 | 93037 |
Largest Losing Trade | -110787 | -24388 | -110787 | -2099538 | -112923 | -2099538 |
Avg Bars in Trades | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Winners | 43 | 35 | 51 | 41 | 39 | 44 |
Avg Bars in Losers | 44 | 40 | 48 | 46 | 36 | 55 |
Bars Traded | 21392 | 9292 | 12100 | 21392 | 9292 | 12100 |
Profit Streak | 0 | 0 | 0 | 17.1435 | 17.1435 | 17.8102 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -202010 | -154997 | -580035 | -576397 | 525450 | -579096 |
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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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