Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358521.1091 | 389503.3225 | -30982.2133 | -53953.0434 | 674954.1747 | -728907.2181 |
Total P&L (%) | 358.5211 | 389.5033 | -30.9822 | -53.953 | 674.9542 | -728.9072 |
Avg Daily Profit (%) | 0.1722 | 0.187 | -0.0149 | -0.0372 | 0.0984 | 0 |
Buy And Hold Return (%) | 83.0846 | 83.0846 | 83.0846 | 83.0846 | 83.0846 | 83.0846 |
Max Trade Drawdown | -284476 | -179592 | -117947 | -5601878 | -4696258 | -1346993 |
Profit Factor | 1.3658 | 1.5363 | 0.878 | 0.9949 | 1.0856 | 0.7261 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 165 | 84 | 81 | 165 | 84 | 81 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 71.7391 | 73.0435 | 70.4348 | 71.7391 | 73.0435 | 70.4348 |
Ratio Avg Win / Avg Loss | 0.538 | 0.567 | 0.3685 | 0.3919 | 0.4007 | 0.3048 |
Largest Winning Trade | 65527 | 65527 | 9206 | 788681 | 788681 | 302003 |
Largest Losing Trade | -85456 | -68159 | -85456 | -3837361 | -3837361 | -1086313 |
Avg Bars in Trades | 106 | 206 | 6 | 106 | 206 | 6 |
Avg Bars in Winners | 47 | 89 | 4 | 47 | 89 | 4 |
Avg Bars in Losers | 256 | 524 | 12 | 256 | 524 | 12 |
Bars Traded | 24566 | 23778 | 788 | 24566 | 23778 | 788 |
Profit Streak | 0 | 17.3981 | 0 | 0 | 17.3981 | 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 | 298143 | 336449 | -577821 | -576756 | -185629 | -577821 |
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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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