Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452471.6423 | 604261.1769 | -151789.5346 | -129080.9407 | 2153246.4463 | -2282327.3871 |
Total P&L (%) | 452.4716 | 604.2612 | -151.7895 | -129.0809 | 2153.2464 | -2282.3274 |
Avg Daily Profit (%) | 0.2475 | 0.3306 | -0.083 | 0 | 0.1705 | 0 |
Buy And Hold Return (%) | 500.9119 | 500.9119 | 500.9119 | 500.9119 | 500.9119 | 500.9119 |
Max Trade Drawdown | -330770 | -172566 | -308434 | -6153981 | -969035 | -5334546 |
Profit Factor | 1.3356 | 2.0761 | 0.8071 | 0.9838 | 2.1884 | 0.6278 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 101 | 49 | 52 | 118 | 60 | 58 |
Losing Trades | 114 | 59 | 55 | 97 | 48 | 49 |
Profitability (%) | 46.9767 | 45.3704 | 48.5981 | 54.8837 | 55.5556 | 54.2056 |
Ratio Avg Win / Avg Loss | 1.5075 | 2.4998 | 0.8536 | 0.8087 | 1.7507 | 0.5304 |
Largest Winning Trade | 314948 | 314948 | 51188 | 1056188 | 1056188 | 636878 |
Largest Losing Trade | -119302 | -50520 | -119302 | -5334546 | -505849 | -5334546 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 20 | 20 | 20 | 15 | 14 | 15 |
Avg Bars in Losers | 13 | 14 | 12 | 19 | 19 | 18 |
Bars Traded | 3627 | 1848 | 1779 | 3627 | 1848 | 1779 |
Profit Streak | 57.3036 | 57.3036 | 57.8036 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154651 | -89297 | -580335 | -578741 | 386075 | -580224 |
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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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