Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530845.9486 | 698485.8981 | -167639.9495 | -156452.3221 | 8684180.0432 | -8840632.3653 |
Total P&L (%) | 530.8459 | 698.4859 | -167.64 | -156.4523 | 8684.18 | -8840.6324 |
Avg Daily Profit (%) | 0.2955 | 0.3888 | -0.0933 | 0 | 0.2495 | 0 |
Buy And Hold Return (%) | 342.5223 | 342.5223 | 342.5223 | 342.5223 | 342.5223 | 342.5223 |
Max Trade Drawdown | -363745 | -243037 | -190525 | -14138923 | -2993601 | -13198343 |
Profit Factor | 1.3504 | 1.923 | 0.7789 | 0.994 | 1.9107 | 0.4605 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 117 | 55 | 62 | 161 | 86 | 75 |
Losing Trades | 159 | 83 | 76 | 115 | 52 | 63 |
Profitability (%) | 42.3913 | 39.8551 | 44.9275 | 58.3333 | 62.3188 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.8351 | 2.9019 | 0.9548 | 0.71 | 1.1553 | 0.3868 |
Largest Winning Trade | 363915 | 363915 | 34786 | 3367218 | 3367218 | 3036104 |
Largest Losing Trade | -139993 | -53180 | -139993 | -6009198 | -1849896 | -6009198 |
Avg Bars in Trades | 38 | 46 | 30 | 38 | 46 | 30 |
Avg Bars in Winners | 49 | 59 | 40 | 33 | 42 | 23 |
Avg Bars in Losers | 30 | 38 | 22 | 45 | 53 | 38 |
Bars Traded | 10601 | 6416 | 4185 | 10601 | 6416 | 4185 |
Profit Streak | 19.1825 | 0 | 35.8492 | 0 | 78.3492 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -489 | 91526 | -582395 | -578254 | 496888 | -580402 |
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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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