Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76593.7445 | 388377.7243 | -311783.9798 | -753041.2294 | -8546858.8817 | 7793817.6523 |
Total P&L (%) | 76.5937 | 388.3777 | -311.784 | -753.0412 | -8546.8589 | 7793.8177 |
Avg Daily Profit (%) | 0.0423 | 0.2146 | -0.1723 | 0 | 0 | 0.2417 |
Buy And Hold Return (%) | 742.6984 | 742.6984 | 742.6984 | 742.6984 | 742.6984 | 742.6984 |
Max Trade Drawdown | -402571 | -60578 | -373533 | -11307029 | -9314063 | -3428063 |
Profit Factor | 1.0605 | 2.0695 | 0.6546 | 0.9728 | 0.4444 | 1.6338 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 104 | 51 | 53 | 84 | 44 | 40 |
Losing Trades | 82 | 42 | 40 | 102 | 49 | 53 |
Profitability (%) | 55.914 | 54.8387 | 56.9892 | 45.1613 | 47.3118 | 43.0108 |
Ratio Avg Win / Avg Loss | 0.8362 | 1.7043 | 0.4941 | 1.1813 | 0.4949 | 2.1648 |
Largest Winning Trade | 83037 | 83037 | 46386 | 9615127 | 1313985 | 9615127 |
Largest Losing Trade | -371748 | -43873 | -371748 | -2330484 | -2330484 | -946441 |
Avg Bars in Trades | 115 | 115 | 115 | 115 | 115 | 115 |
Avg Bars in Winners | 116 | 133 | 100 | 109 | 94 | 125 |
Avg Bars in Losers | 113 | 93 | 134 | 120 | 133 | 107 |
Bars Traded | 21447 | 10741 | 10706 | 21447 | 10741 | 10706 |
Profit Streak | 0 | 0 | 0 | 24.8193 | 45.9027 | 24.8193 |
Trades During Streak | 0 | 0 | 0 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -456046 | -153776 | -580177 | -578514 | -580710 | 341622 |
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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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