Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434467.3938 | 496823.3517 | -62355.9579 | 234954.3121 | 3051832.5609 | -2816878.2488 |
Total P&L (%) | 434.4674 | 496.8234 | -62.356 | 234.9543 | 3051.8326 | -2816.8782 |
Avg Daily Profit (%) | 0.2414 | 0.2761 | -0.0347 | 0.0672 | 0.1919 | 0 |
Buy And Hold Return (%) | 776.9971 | 776.9971 | 776.9971 | 776.9971 | 776.9971 | 776.9971 |
Max Trade Drawdown | -264594 | -94808 | -281571 | -3590797 | -1444961 | -3914419 |
Profit Factor | 1.4761 | 2.4616 | 0.8911 | 1.0235 | 1.7485 | 0.5251 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 96 | 56 | 40 | 96 | 56 | 40 |
Losing Trades | 71 | 27 | 44 | 71 | 27 | 44 |
Profitability (%) | 57.485 | 67.4699 | 47.619 | 57.485 | 67.4699 | 47.619 |
Ratio Avg Win / Avg Loss | 1.0917 | 1.1868 | 0.9802 | 0.7569 | 0.843 | 0.5776 |
Largest Winning Trade | 98798 | 98798 | 75876 | 1717990 | 1717990 | 631151 |
Largest Losing Trade | -49953 | -37102 | -49953 | -897402 | -897402 | -893741 |
Avg Bars in Trades | 63 | 47 | 79 | 63 | 47 | 79 |
Avg Bars in Winners | 67 | 45 | 98 | 67 | 45 | 98 |
Avg Bars in Losers | 57 | 50 | 62 | 57 | 50 | 62 |
Bars Traded | 10611 | 3945 | 6666 | 10611 | 3945 | 6666 |
Profit Streak | 2.929 | 0 | 9.0957 | 2.929 | 0 | 9.0957 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156012 | -151716 | -581365 | -464729 | 303473 | -581365 |
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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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