Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557219.0719 | 725252.2008 | -168033.129 | -92279.3069 | 6576608.7899 | -6668888.0968 |
Total P&L (%) | 557.2191 | 725.2522 | -168.0331 | -92.2793 | 6576.6088 | -6668.8881 |
Avg Daily Profit (%) | 0.3122 | 0.4064 | -0.0942 | -0.1434 | 0.2357 | 0 |
Buy And Hold Return (%) | 393.3199 | 393.3199 | 393.3199 | 393.3199 | 393.3199 | 393.3199 |
Max Trade Drawdown | -520488 | -318758 | -296278 | -7487801 | -667111 | -7307940 |
Profit Factor | 1.4791 | 2.245 | 0.7106 | 0.9902 | 5.3335 | 0.1548 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 45.8564 | 46.1538 | 45.5556 | 45.8564 | 46.1538 | 45.5556 |
Ratio Avg Win / Avg Loss | 1.7464 | 2.6192 | 0.8492 | 1.1691 | 6.2224 | 0.185 |
Largest Winning Trade | 567167 | 567167 | 42620 | 6367653 | 6367653 | 459710 |
Largest Losing Trade | -78077 | -46310 | -78077 | -5848273 | -381536 | -5848273 |
Avg Bars in Trades | 116 | 151 | 80 | 116 | 151 | 80 |
Avg Bars in Winners | 134 | 165 | 102 | 134 | 165 | 102 |
Avg Bars in Losers | 101 | 140 | 61 | 101 | 140 | 61 |
Bars Traded | 21047 | 13811 | 7236 | 21047 | 13811 | 7236 |
Profit Streak | 77.0255 | 82.7755 | 77.0255 | 77.0255 | 82.7755 | 77.0255 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23889 | 208632 | -581401 | -578151 | 577160 | -581401 |
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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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