Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371524.437 | 351054.8905 | 20469.5465 | -4147877.9753 | -2839452.5411 | -1308425.4341 |
Total P&L (%) | 371.5244 | 351.0549 | 20.4695 | -4147.878 | -2839.4525 | -1308.4254 |
Avg Daily Profit (%) | 0.2183 | 0.2063 | 0.012 | 0 | 0 | 0 |
Buy And Hold Return (%) | 75.5962 | 75.5962 | 75.5962 | 75.5962 | 75.5962 | 75.5962 |
Max Trade Drawdown | -207511 | -54302 | -208463 | -8342078 | -4777104 | -3672429 |
Profit Factor | 1.3833 | 1.9872 | 1.0334 | 0.7843 | 0.7186 | 0.8568 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 126 | 56 | 70 | 123 | 67 | 56 |
Losing Trades | 119 | 67 | 52 | 122 | 56 | 66 |
Profitability (%) | 51.4286 | 45.5285 | 57.377 | 50.2041 | 54.4715 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.3065 | 2.3776 | 0.7676 | 0.7779 | 0.6006 | 1.0098 |
Largest Winning Trade | 62503 | 62503 | 37591 | 1040293 | 602681 | 1040293 |
Largest Losing Trade | -189606 | -16484 | -189606 | -1574000 | -1574000 | -1067369 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 14 | 14 | 15 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 11 | 13 | 14 | 13 | 15 |
Bars Traded | 3350 | 1613 | 1737 | 3350 | 1613 | 1737 |
Profit Streak | 8.1316 | 32.1316 | 0 | 0 | 0 | 23.6316 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337673 | 327920 | -527044 | -579191 | -580148 | -580112 |
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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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