Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562323.305 | 616703.1871 | -54379.8821 | 27787.9572 | 3250518.3811 | -3222730.424 |
Total P&L (%) | 562.3233 | 616.7032 | -54.3799 | 27.788 | 3250.5184 | -3222.7304 |
Avg Daily Profit (%) | 0.3101 | 0.3401 | -0.03 | 0.0135 | 0.1938 | 0 |
Buy And Hold Return (%) | 150.1432 | 150.1432 | 150.1432 | 150.1432 | 150.1432 | 150.1432 |
Max Trade Drawdown | -278745 | -144036 | -169940 | -4517310 | -1671771 | -3760523 |
Profit Factor | 1.5971 | 2.4821 | 0.8965 | 1.0022 | 1.6042 | 0.551 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 46.8208 | 44.186 | 49.4253 | 46.8208 | 44.186 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.814 | 3.1353 | 0.9174 | 1.1383 | 2.0264 | 0.5638 |
Largest Winning Trade | 261319 | 261319 | 67388 | 2986121 | 2986121 | 348218 |
Largest Losing Trade | -47673 | -43898 | -47673 | -1037193 | -1037193 | -999235 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 5229 | 2422 | 2807 | 5229 | 2422 | 2807 |
Profit Streak | 0 | 31.0365 | 0 | 0 | 31.0365 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331586 | 362589 | -581323 | -558976 | 333163 | -581323 |
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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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