Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479447.543 | 593513.7649 | -114066.2218 | -60847.8658 | 2615780.0107 | -2676627.8766 |
Total P&L (%) | 479.4475 | 593.5138 | -114.0662 | -60.8479 | 2615.78 | -2676.6279 |
Avg Daily Profit (%) | 0.2664 | 0.3298 | -0.0634 | -0.0521 | 0.1836 | 0 |
Buy And Hold Return (%) | 964.8031 | 964.8031 | 964.8031 | 964.8031 | 964.8031 | 964.8031 |
Max Trade Drawdown | -177161 | -52220 | -250314 | -2182922 | -388504 | -2926345 |
Profit Factor | 1.5722 | 2.8601 | 0.7801 | 0.9892 | 2.9741 | 0.3796 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 50.5618 | 53.3333 | 47.7273 | 50.5618 | 53.3333 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.5373 | 2.5026 | 0.8544 | 0.9672 | 2.6023 | 0.4158 |
Largest Winning Trade | 157375 | 157375 | 67955 | 1219899 | 1219899 | 397675 |
Largest Losing Trade | -87129 | -42651 | -87129 | -1153462 | -264588 | -1153462 |
Avg Bars in Trades | 117 | 122 | 112 | 117 | 122 | 112 |
Avg Bars in Winners | 129 | 132 | 126 | 129 | 132 | 126 |
Avg Bars in Losers | 104 | 111 | 99 | 104 | 111 | 99 |
Bars Traded | 10439 | 5502 | 4937 | 10439 | 5502 | 4937 |
Profit Streak | 0 | 0 | 60.2491 | 0 | 0 | 60.2491 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154419 | -150672 | -581043 | -580467 | 385499 | -581043 |
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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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