Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528353.1754 | 642207.9781 | -113854.8028 | -1143258.2803 | 4054376.3098 | -5197634.5901 |
Total P&L (%) | 528.3532 | 642.208 | -113.8548 | -1143.2583 | 4054.3763 | -5197.6346 |
Avg Daily Profit (%) | 0.2901 | 0.3526 | -0.0625 | 0 | 0.2048 | 0 |
Buy And Hold Return (%) | 416.4791 | 416.4791 | 416.4791 | 416.4791 | 416.4791 | 416.4791 |
Max Trade Drawdown | -319102 | -139447 | -288062 | -9747845 | -2968015 | -8984711 |
Profit Factor | 1.471 | 2.2991 | 0.8185 | 0.9495 | 1.4793 | 0.6338 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 90 | 44 | 46 | 91 | 46 | 45 |
Losing Trades | 85 | 44 | 41 | 84 | 42 | 42 |
Profitability (%) | 51.4286 | 50 | 52.8736 | 52 | 52.2727 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.3893 | 2.2991 | 0.7295 | 0.8765 | 1.3507 | 0.5916 |
Largest Winning Trade | 286931 | 286931 | 49870 | 2299321 | 2299321 | 993148 |
Largest Losing Trade | -198681 | -47298 | -198681 | -8373852 | -1836652 | -8373852 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 24 | 23 | 25 | 18 | 19 | 17 |
Avg Bars in Losers | 16 | 18 | 14 | 23 | 22 | 23 |
Bars Traded | 3630 | 1846 | 1784 | 3630 | 1846 | 1784 |
Profit Streak | 16.1855 | 91.6855 | 0 | 0 | 0 | 45.1855 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70314 | 183453 | -580449 | -579324 | 342437 | -580042 |
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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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