Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818849.2111 | 822727.9114 | -3878.7003 | 566976.4064 | 4727932.5276 | -4160956.1212 |
Total P&L (%) | 818.8492 | 822.7279 | -3.8787 | 566.9764 | 4727.9325 | -4160.9561 |
Avg Daily Profit (%) | 0.4468 | 0.449 | -0.0021 | 0.1036 | 0.2118 | 0 |
Buy And Hold Return (%) | 700.9251 | 700.9251 | 700.9251 | 700.9251 | 700.9251 | 700.9251 |
Max Trade Drawdown | -195003 | -89833 | -142675 | -7022716 | -2444973 | -6703525 |
Profit Factor | 1.8098 | 3.1273 | 0.9938 | 1.0297 | 1.7216 | 0.6674 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 49.1713 | 44.4444 | 53.8462 | 49.1713 | 44.4444 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.8708 | 3.9092 | 0.8518 | 1.0645 | 2.152 | 0.5721 |
Largest Winning Trade | 289179 | 289179 | 55007 | 4784800 | 4784800 | 1014687 |
Largest Losing Trade | -59446 | -34298 | -59446 | -2382455 | -1286984 | -2382455 |
Avg Bars in Trades | 39 | 37 | 40 | 39 | 37 | 40 |
Avg Bars in Winners | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 7088 | 3413 | 3674 | 7088 | 3413 | 3674 |
Profit Streak | 14.7716 | 38.0216 | 14.7716 | 14.7716 | 38.0216 | 14.7716 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98156 | -97058 | -580001 | -406137 | 350868 | -580001 |
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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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