Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383502.5116 | 521406.027 | -137903.5154 | -50744.0504 | 5661940.805 | -5712684.8554 |
Total P&L (%) | 383.5025 | 521.406 | -137.9035 | -50.7441 | 5661.9408 | -5712.6849 |
Avg Daily Profit (%) | 0.2131 | 0.2897 | -0.0766 | -0.0393 | 0.2255 | 0 |
Buy And Hold Return (%) | 1508.0787 | 1508.0787 | 1508.0787 | 1508.0787 | 1508.0787 | 1508.0787 |
Max Trade Drawdown | -382752 | -103600 | -353314 | -9310460 | -2247142 | -10250562 |
Profit Factor | 1.2753 | 1.9249 | 0.8337 | 0.9979 | 1.7385 | 0.6549 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 53.3632 | 54.0541 | 52.6786 | 53.3632 | 54.0541 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.1145 | 1.6361 | 0.749 | 0.8721 | 1.4778 | 0.5883 |
Largest Winning Trade | 72967 | 72967 | 44741 | 3923438 | 3923438 | 1271543 |
Largest Losing Trade | -67710 | -32818 | -67710 | -3839865 | -1095238 | -3839865 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 3582 | 1806 | 1776 | 3582 | 1806 | 1776 |
Profit Streak | 0 | 36.1911 | 0 | 0 | 36.1911 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156231 | -152230 | -580409 | -578897 | 327141 | -580409 |
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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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