Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467325.9853 | 773027.224 | -305701.2387 | -100916.6963 | 10017329.1198 | -10118245.8161 |
Total P&L (%) | 467.326 | 773.0272 | -305.7012 | -100.9167 | 10017.3291 | -10118.2458 |
Avg Daily Profit (%) | 0.2287 | 0.3783 | -0.1496 | 0 | 0.2262 | 0 |
Buy And Hold Return (%) | 3143.9703 | 3143.9703 | 3143.9703 | 3143.9703 | 3143.9703 | 3143.9703 |
Max Trade Drawdown | -538974 | -177888 | -476654 | -13089872 | -2456020 | -13882165 |
Profit Factor | 1.1964 | 1.789 | 0.7817 | 0.9963 | 2.4127 | 0.5037 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 182 | 87 | 95 | 210 | 110 | 100 |
Losing Trades | 213 | 110 | 103 | 185 | 87 | 98 |
Profitability (%) | 46.0759 | 44.1624 | 47.9798 | 53.1646 | 55.8376 | 50.5051 |
Ratio Avg Win / Avg Loss | 1.4001 | 2.2619 | 0.8475 | 0.8777 | 1.9082 | 0.4936 |
Largest Winning Trade | 165800 | 165800 | 55093 | 3578006 | 3578006 | 2522855 |
Largest Losing Trade | -107693 | -30906 | -107693 | -7758876 | -1935971 | -7758876 |
Avg Bars in Trades | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Winners | 11 | 12 | 11 | 10 | 11 | 9 |
Avg Bars in Losers | 8 | 9 | 8 | 9 | 9 | 9 |
Bars Traded | 4040 | 2120 | 1920 | 4040 | 2120 | 1920 |
Profit Streak | 277.5448 | 0 | 311.5448 | 0 | 309.5448 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161041 | -154339 | -579458 | -578025 | 446039 | -579953 |
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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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