Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221.4778 | 128203.2419 | -127981.7641 | -42632.3272 | 1240400.6571 | -1283032.9843 |
Total P&L (%) | 0.2215 | 128.2032 | -127.9818 | -42.6323 | 1240.4007 | -1283.033 |
Avg Daily Profit (%) | 0.0001 | 0.0707 | -0.0706 | -0.0307 | 0.1433 | 0 |
Buy And Hold Return (%) | 224.5354 | 224.5354 | 224.5354 | 224.5354 | 224.5354 | 224.5354 |
Max Trade Drawdown | -357047 | -94534 | -304436 | -2204418 | -219625 | -2024393 |
Profit Factor | 1.0004 | 1.7301 | 0.657 | 0.9822 | 5.0525 | 0.3859 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 63 | 33 | 30 | 57 | 29 | 28 |
Losing Trades | 14 | 6 | 8 | 20 | 10 | 10 |
Profitability (%) | 81.8182 | 84.6154 | 78.9474 | 74.026 | 74.359 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.2223 | 0.3146 | 0.1752 | 0.3446 | 1.7422 | 0.1378 |
Largest Winning Trade | 33155 | 33155 | 23493 | 913439 | 913439 | 253217 |
Largest Losing Trade | -168700 | -82588 | -168700 | -1853004 | -119291 | -1853004 |
Avg Bars in Trades | 42 | 54 | 29 | 42 | 54 | 29 |
Avg Bars in Winners | 12 | 13 | 11 | 36 | 52 | 19 |
Avg Bars in Losers | 174 | 281 | 94 | 59 | 62 | 56 |
Bars Traded | 3246 | 2143 | 1103 | 3246 | 2143 | 1103 |
Profit Streak | 105.1972 | 105.1972 | 262.1972 | 105.1972 | 105.1972 | 262.1972 |
Trades During Streak | 12 | 6 | 10 | 12 | 6 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -620445 | -257943 | -575226 | -622003 | 366576 | -575908 |
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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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