Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323291.1723 | 350681.1285 | -27389.9562 | -79447.9151 | 2558756.2804 | -2638204.1954 |
Total P&L (%) | 323.2912 | 350.6811 | -27.39 | -79.4479 | 2558.7563 | -2638.2042 |
Avg Daily Profit (%) | 0.1675 | 0.1817 | -0.0142 | -0.0819 | 0.1701 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198584 | -186851 | -163241 | -4505841 | -2779308 | -4542031 |
Profit Factor | 1.3211 | 1.5093 | 0.9139 | 0.9921 | 1.5482 | 0.505 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 63.7427 | 63.5294 | 63.9535 | 63.7427 | 63.5294 | 63.9535 |
Ratio Avg Win / Avg Loss | 0.7515 | 0.8664 | 0.5151 | 0.5643 | 0.8888 | 0.2846 |
Largest Winning Trade | 102868 | 102868 | 19842 | 940624 | 940624 | 477325 |
Largest Losing Trade | -87587 | -56732 | -87587 | -2431472 | -2431472 | -2232258 |
Avg Bars in Trades | 44 | 80 | 7 | 44 | 80 | 7 |
Avg Bars in Winners | 21 | 37 | 5 | 21 | 37 | 5 |
Avg Bars in Losers | 84 | 157 | 11 | 84 | 157 | 11 |
Bars Traded | 7548 | 6872 | 677 | 7548 | 6872 | 677 |
Profit Streak | 48.0857 | 48.0857 | 66.3357 | 48.0857 | 48.0857 | 66.3357 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359413 | 339342 | -577766 | -576683 | 359353 | -577766 |
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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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