Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267807.1125 | 503774.9927 | -235967.8802 | -749840.5538 | 12549419.5338 | -13299260.0875 |
Total P&L (%) | 267.8071 | 503.775 | -235.9679 | -749.8406 | 12549.4195 | -13299.2601 |
Avg Daily Profit (%) | 0.1495 | 0.2812 | -0.1317 | 0 | 0.2706 | 0 |
Buy And Hold Return (%) | 361.1629 | 361.1629 | 361.1629 | 361.1629 | 361.1629 | 361.1629 |
Max Trade Drawdown | -397674 | -196704 | -390440 | -38364807 | -18594484 | -41803886 |
Profit Factor | 1.1965 | 1.9602 | 0.7185 | 0.9912 | 1.3793 | 0.7456 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 110 | 42 | 68 | 104 | 62 | 42 |
Losing Trades | 100 | 63 | 37 | 106 | 43 | 63 |
Profitability (%) | 52.381 | 40 | 64.7619 | 49.5238 | 59.0476 | 40 |
Ratio Avg Win / Avg Loss | 1.0877 | 2.9404 | 0.391 | 1.0103 | 0.9566 | 1.1184 |
Largest Winning Trade | 172549 | 172549 | 37061 | 26081096 | 18832375 | 26081096 |
Largest Losing Trade | -336465 | -51061 | -336465 | -8587336 | -6675019 | -8587336 |
Avg Bars in Trades | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Winners | 30 | 28 | 31 | 34 | 36 | 31 |
Avg Bars in Losers | 36 | 35 | 36 | 31 | 27 | 34 |
Bars Traded | 6946 | 3455 | 3491 | 6946 | 3455 | 3491 |
Profit Streak | 11.2051 | 0 | 12.7051 | 0 | 20.7051 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161575 | -34637 | -578526 | -578197 | 323796 | -583274 |
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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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