Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163025.4248 | 384754.9054 | -221729.4806 | -458466.1113 | 1860849.5357 | -2319315.647 |
Total P&L (%) | 163.0254 | 384.7549 | -221.7295 | -458.4661 | 1860.8495 | -2319.3156 |
Avg Daily Profit (%) | 0.0869 | 0.2051 | -0.1182 | 0 | 0.1588 | 0 |
Buy And Hold Return (%) | 272.4432 | 272.4432 | 272.4432 | 272.4432 | 272.4432 | 272.4432 |
Max Trade Drawdown | -343865 | -116653 | -290538 | -3071773 | -304740 | -3736228 |
Profit Factor | 1.1962 | 2.8025 | 0.6409 | 0.9224 | 2.9929 | 0.534 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 24 | 24 | 58 | 32 | 26 |
Losing Trades | 48 | 24 | 24 | 38 | 16 | 22 |
Profitability (%) | 50 | 50 | 50 | 60.4167 | 66.6667 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.1962 | 2.8025 | 0.6409 | 0.6044 | 1.4965 | 0.4519 |
Largest Winning Trade | 245733 | 245733 | 53768 | 1214878 | 541763 | 1214878 |
Largest Losing Trade | -258922 | -28502 | -258922 | -2370737 | -244382 | -2370737 |
Avg Bars in Trades | 75 | 58 | 91 | 75 | 58 | 91 |
Avg Bars in Winners | 92 | 70 | 114 | 63 | 58 | 69 |
Avg Bars in Losers | 57 | 46 | 69 | 92 | 57 | 117 |
Bars Traded | 7201 | 2791 | 4410 | 7201 | 2791 | 4410 |
Profit Streak | 0 | 33.992 | 0 | 24.992 | 0 | 26.492 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247126 | -23881 | -580689 | -578628 | 519370 | -579607 |
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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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