Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166746.9142 | 323740.4914 | -156993.5772 | -2312804.6866 | -6168099.8772 | 3855295.1906 |
Total P&L (%) | 166.7469 | 323.7405 | -156.9936 | -2312.8047 | -6168.0999 | 3855.2952 |
Avg Daily Profit (%) | 0.0918 | 0.1783 | -0.0865 | 0 | 0 | 0.2027 |
Buy And Hold Return (%) | 351.6263 | 351.6263 | 351.6263 | 351.6263 | 351.6263 | 351.6263 |
Max Trade Drawdown | -350266 | -61995 | -325010 | -7448303 | -6744454 | -2409156 |
Profit Factor | 1.1783 | 2.122 | 0.7572 | 0.8481 | 0.3332 | 1.6456 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 101 | 49 | 52 | 96 | 53 | 43 |
Losing Trades | 96 | 50 | 46 | 101 | 46 | 55 |
Profitability (%) | 51.269 | 49.4949 | 53.0612 | 48.731 | 53.5354 | 43.8776 |
Ratio Avg Win / Avg Loss | 1.12 | 2.1654 | 0.6698 | 0.8922 | 0.2892 | 2.1049 |
Largest Winning Trade | 55443 | 55443 | 54997 | 4799405 | 433829 | 4799405 |
Largest Losing Trade | -292394 | -30175 | -292394 | -2325279 | -2325279 | -979119 |
Avg Bars in Trades | 26 | 22 | 30 | 26 | 22 | 30 |
Avg Bars in Winners | 26 | 25 | 26 | 24 | 18 | 31 |
Avg Bars in Losers | 26 | 19 | 34 | 28 | 26 | 29 |
Bars Traded | 5195 | 2219 | 2976 | 5195 | 2219 | 2976 |
Profit Streak | 0 | 0 | 37.8599 | 9.5266 | 30.8599 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259046 | -154515 | -579685 | -579296 | -579791 | 306129 |
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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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