Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48155.1447 | 394482.2553 | -346327.1105 | 419718.7877 | -11575455.7215 | 11995174.5092 |
Total P&L (%) | 48.1551 | 394.4823 | -346.3271 | 419.7188 | -11575.4557 | 11995.1745 |
Avg Daily Profit (%) | 0.0266 | 0.2177 | -0.1912 | 0.091 | 0 | 0.265 |
Buy And Hold Return (%) | 703.4047 | 703.4047 | 703.4047 | 703.4047 | 703.4047 | 703.4047 |
Max Trade Drawdown | -447647 | -109087 | -442268 | -15784952 | -12750667 | -6712215 |
Profit Factor | 1.0349 | 1.9913 | 0.6479 | 1.01 | 0.5048 | 1.6434 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 144 | 68 | 76 | 108 | 57 | 51 |
Losing Trades | 93 | 50 | 43 | 129 | 61 | 68 |
Profitability (%) | 60.7595 | 57.6271 | 63.8655 | 45.5696 | 48.3051 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.6683 | 1.4642 | 0.3666 | 1.2064 | 0.5402 | 2.1912 |
Largest Winning Trade | 51740 | 51740 | 37207 | 14679128 | 1674001 | 14679128 |
Largest Losing Trade | -408487 | -39380 | -408487 | -2628368 | -2628368 | -1550625 |
Avg Bars in Trades | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Winners | 69 | 68 | 69 | 97 | 89 | 106 |
Avg Bars in Losers | 122 | 102 | 146 | 84 | 77 | 90 |
Bars Traded | 21422 | 9824 | 11598 | 21422 | 9824 | 11598 |
Profit Streak | 14.1186 | 14.1186 | 36.702 | 14.1186 | 14.1186 | 36.702 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -502863 | -153989 | -577713 | -445759 | -581082 | 367015 |
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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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