Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429740.2157 | 569864.8515 | -140124.6358 | -39751.8771 | 2619591.5599 | -2659343.437 |
Total P&L (%) | 429.7402 | 569.8649 | -140.1246 | -39.7519 | 2619.5916 | -2659.3434 |
Avg Daily Profit (%) | 0.2358 | 0.3127 | -0.0769 | -0.0278 | 0.1814 | 0 |
Buy And Hold Return (%) | 749.3917 | 749.3917 | 749.3917 | 749.3917 | 749.3917 | 749.3917 |
Max Trade Drawdown | -224706 | -111315 | -189469 | -2351920 | -675826 | -2866816 |
Profit Factor | 1.3985 | 2.5881 | 0.8053 | 0.9941 | 2.4875 | 0.4689 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Losing Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Profitability (%) | 42.4242 | 46.4646 | 38.3838 | 42.4242 | 46.4646 | 38.3838 |
Ratio Avg Win / Avg Loss | 1.8979 | 2.9819 | 1.2927 | 1.3492 | 2.866 | 0.7527 |
Largest Winning Trade | 189947 | 189947 | 77225 | 1496256 | 1496256 | 388359 |
Largest Losing Trade | -54720 | -24557 | -54720 | -989491 | -180073 | -989491 |
Avg Bars in Trades | 108 | 49 | 168 | 108 | 49 | 168 |
Avg Bars in Winners | 161 | 66 | 276 | 161 | 66 | 276 |
Avg Bars in Losers | 69 | 34 | 100 | 69 | 34 | 100 |
Bars Traded | 21530 | 4893 | 16637 | 21530 | 4893 | 16637 |
Profit Streak | 11.1341 | 20.3841 | 11.1341 | 11.1341 | 20.3841 | 11.1341 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156870 | -152952 | -583280 | -579928 | 318186 | -584946 |
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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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