Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1707337.458 | 1748297.0014 | -40959.5434 | 164161.8154 | 336051.4561 | -171889.6408 |
Total P&L (%) | 1707.3375 | 1748.297 | -40.9595 | 164.1618 | 336.0515 | -171.8896 |
Avg Daily Profit (%) | 0.9349 | 0.9574 | -0.0224 | 0.0532 | 0.0807 | 0 |
Buy And Hold Return (%) | 673.6638 | 673.6638 | 673.6638 | 673.6638 | 673.6638 | 673.6638 |
Max Trade Drawdown | -159073 | -157904 | -55116 | -2013799 | -1988445 | -291326 |
Profit Factor | 3.1084 | 3.5283 | 0.6538 | 1.0284 | 1.0656 | 0.7393 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 52 | 17 | 35 | 52 | 17 | 35 |
Losing Trades | 113 | 65 | 48 | 113 | 65 | 48 |
Profitability (%) | 31.5152 | 20.7317 | 42.1687 | 31.5152 | 20.7317 | 42.1687 |
Ratio Avg Win / Avg Loss | 6.7547 | 13.4906 | 0.8966 | 2.2348 | 4.0743 | 1.0139 |
Largest Winning Trade | 951656 | 951656 | 13019 | 1618788 | 1618788 | 163304 |
Largest Losing Trade | -58882 | -58882 | -13065 | -831116 | -831116 | -96876 |
Avg Bars in Trades | 61 | 121 | 2 | 61 | 121 | 2 |
Avg Bars in Winners | 104 | 313 | 2 | 104 | 313 | 2 |
Avg Bars in Losers | 42 | 71 | 1 | 42 | 71 | 1 |
Bars Traded | 10184 | 10003 | 181 | 10184 | 10003 | 181 |
Profit Streak | 114.4154 | 0 | 144.4154 | 114.4154 | 0 | 144.4154 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357713 | -36537 | -583305 | -481589 | -451367 | -581638 |
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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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