Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750670.9432 | 816758.3306 | -66087.3874 | 1655.0037 | 808593.9037 | -806938.9 |
Total P&L (%) | 750.6709 | 816.7583 | -66.0874 | 1.655 | 808.5939 | -806.9389 |
Avg Daily Profit (%) | 0.3966 | 0.4315 | -0.0349 | 0.0009 | 0.1167 | 0 |
Buy And Hold Return (%) | 167.0337 | 167.0337 | 167.0337 | 167.0337 | 167.0337 | 167.0337 |
Max Trade Drawdown | -305311 | -254715 | -76438 | -5191231 | -4292219 | -933719 |
Profit Factor | 1.761 | 2.1049 | 0.7327 | 1.0002 | 1.1196 | 0.5581 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 37.5635 | 34.6939 | 40.404 | 37.5635 | 34.6939 | 40.404 |
Ratio Avg Win / Avg Loss | 2.927 | 3.9621 | 1.0807 | 1.6625 | 2.1075 | 0.8232 |
Largest Winning Trade | 421589 | 421589 | 20750 | 4269141 | 4269141 | 173799 |
Largest Losing Trade | -43079 | -43079 | -22250 | -1993185 | -1993185 | -585982 |
Avg Bars in Trades | 112 | 208 | 17 | 112 | 208 | 17 |
Avg Bars in Winners | 154 | 312 | 19 | 154 | 312 | 19 |
Avg Bars in Losers | 87 | 152 | 16 | 87 | 152 | 16 |
Bars Traded | 22144 | 20422 | 1722 | 22144 | 20422 | 1722 |
Profit Streak | 68.8614 | 70.4448 | 68.8614 | 68.8614 | 70.4448 | 68.8614 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303765 | 248422 | -582297 | -579467 | -131836 | -583963 |
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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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