Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794259.3325 | 957933.6514 | -163674.3189 | -242111.4202 | 7966741.2919 | -8208852.7121 |
Total P&L (%) | 794.2593 | 957.9337 | -163.6743 | -242.1114 | 7966.7413 | -8208.8527 |
Avg Daily Profit (%) | 0.3887 | 0.4688 | -0.0801 | 0 | 0.2151 | 0 |
Buy And Hold Return (%) | 2866.0729 | 2866.0729 | 2866.0729 | 2866.0729 | 2866.0729 | 2866.0729 |
Max Trade Drawdown | -324281 | -82909 | -409884 | -9134790 | -3291776 | -9056686 |
Profit Factor | 1.3673 | 2.0197 | 0.8661 | 0.9869 | 2.2854 | 0.3353 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 165 | 80 | 85 | 208 | 109 | 99 |
Losing Trades | 213 | 109 | 104 | 170 | 80 | 90 |
Profitability (%) | 43.6508 | 42.328 | 44.9735 | 55.0265 | 57.672 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7651 | 2.7519 | 1.0597 | 0.8066 | 1.6774 | 0.3048 |
Largest Winning Trade | 306669 | 306669 | 57604 | 5316552 | 5316552 | 573564 |
Largest Losing Trade | -120795 | -42437 | -120795 | -2810220 | -910120 | -2810220 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 13 | 13 | 13 | 10 | 10 | 9 |
Avg Bars in Losers | 8 | 8 | 8 | 11 | 10 | 11 |
Bars Traded | 4033 | 2026 | 2007 | 4033 | 2026 | 2007 |
Profit Streak | 0 | 0 | 300.4406 | 280.4406 | 296.4406 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154736 | -153876 | -579386 | -577283 | 427856 | -579757 |
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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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