Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452392.9228 | 542799.7294 | -90406.8065 | -91736.902 | 3902920.2378 | -3994657.1398 |
Total P&L (%) | 452.3929 | 542.7997 | -90.4068 | -91.7369 | 3902.9202 | -3994.6571 |
Avg Daily Profit (%) | 0.196 | 0.2352 | -0.0392 | -0.108 | 0.16 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -321685 | -229904 | -334586 | -6333247 | -3248880 | -5606756 |
Profit Factor | 1.4214 | 2.3116 | 0.863 | 0.9919 | 2.0931 | 0.4888 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 55 | 24 | 31 | 49 | 27 | 22 |
Losing Trades | 41 | 24 | 17 | 47 | 21 | 26 |
Profitability (%) | 57.2917 | 50 | 64.5833 | 51.0417 | 56.25 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.0596 | 2.3116 | 0.4732 | 0.9515 | 1.6279 | 0.5777 |
Largest Winning Trade | 173952 | 173952 | 61512 | 1443501 | 1443501 | 1098961 |
Largest Losing Trade | -143069 | -50223 | -143069 | -3257041 | -1349191 | -3257041 |
Avg Bars in Trades | 93 | 106 | 79 | 93 | 106 | 79 |
Avg Bars in Winners | 84 | 90 | 79 | 88 | 98 | 77 |
Avg Bars in Losers | 104 | 123 | 78 | 97 | 117 | 81 |
Bars Traded | 8935 | 5121 | 3814 | 8935 | 5121 | 3814 |
Profit Streak | 40.9319 | 40.9319 | 66.9319 | 40.9319 | 40.9319 | 66.9319 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397424 | 481610 | -577828 | -578961 | 472456 | -581339 |
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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) |
---|