Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407783.9511 | 435395.3689 | -27611.4178 | -6893037.2312 | -5744818.8198 | -1148218.4114 |
Total P&L (%) | 407.784 | 435.3954 | -27.6114 | -6893.0372 | -5744.8188 | -1148.2184 |
Avg Daily Profit (%) | 0.2169 | 0.2316 | -0.0147 | 0 | 0 | 0 |
Buy And Hold Return (%) | 171.2602 | 171.2602 | 171.2602 | 171.2602 | 171.2602 | 171.2602 |
Max Trade Drawdown | -229695 | -64290 | -272238 | -7355780 | -5748133 | -3054326 |
Profit Factor | 1.4694 | 2.7547 | 0.9555 | 0.6321 | 0.4193 | 0.8702 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 106 | 52 | 54 | 66 | 35 | 31 |
Losing Trades | 70 | 36 | 34 | 110 | 53 | 57 |
Profitability (%) | 60.2273 | 59.0909 | 61.3636 | 37.5 | 39.7727 | 35.2273 |
Ratio Avg Win / Avg Loss | 0.9704 | 1.9071 | 0.6016 | 1.0535 | 0.635 | 1.6 |
Largest Winning Trade | 83781 | 83781 | 49943 | 1157428 | 647752 | 1157428 |
Largest Losing Trade | -228575 | -29683 | -228575 | -1508143 | -1106994 | -1508143 |
Avg Bars in Trades | 61 | 46 | 76 | 61 | 46 | 76 |
Avg Bars in Winners | 57 | 48 | 66 | 57 | 40 | 76 |
Avg Bars in Losers | 67 | 43 | 93 | 64 | 50 | 76 |
Bars Traded | 10830 | 4076 | 6754 | 10830 | 4076 | 6754 |
Profit Streak | 0 | 216.8759 | 0 | 45.2092 | 0 | 48.0425 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 184234 | 427403 | -579346 | -582494 | -585074 | -583503 |
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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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