Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575282.0747 | 627178.1705 | -51896.0958 | 208428.8845 | 2870743.5074 | -2662314.6229 |
Total P&L (%) | 575.2821 | 627.1782 | -51.8961 | 208.4289 | 2870.7435 | -2662.3146 |
Avg Daily Profit (%) | 0.3145 | 0.3429 | -0.0284 | 0.0616 | 0.1856 | 0 |
Buy And Hold Return (%) | 681.6327 | 681.6327 | 681.6327 | 681.6327 | 681.6327 | 681.6327 |
Max Trade Drawdown | -228949 | -126486 | -155502 | -4144208 | -1876549 | -2861414 |
Profit Factor | 1.5639 | 2.402 | 0.9094 | 1.0225 | 1.7446 | 0.509 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 47.7273 | 48.8636 | 46.5909 | 47.7273 | 48.8636 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.7129 | 2.5138 | 1.0425 | 1.1198 | 1.8257 | 0.5835 |
Largest Winning Trade | 235481 | 235481 | 60327 | 2130117 | 2130117 | 227587 |
Largest Losing Trade | -51175 | -51175 | -33727 | -1107996 | -778988 | -1107996 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 3586 | 1816 | 1770 | 3586 | 1816 | 1770 |
Profit Streak | 19.762 | 26.262 | 0 | 19.762 | 26.262 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153081 | -151883 | -580478 | -471393 | 332874 | -582144 |
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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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