Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451097.4327 | 593406.4782 | -142309.0455 | -563270.9141 | 4442755.5335 | -5006026.4476 |
Total P&L (%) | 451.0974 | 593.4065 | -142.309 | -563.2709 | 4442.7555 | -5006.0264 |
Avg Daily Profit (%) | 0.2522 | 0.3318 | -0.0796 | 0 | 0.2136 | 0 |
Buy And Hold Return (%) | 284.5661 | 284.5661 | 284.5661 | 284.5661 | 284.5661 | 284.5661 |
Max Trade Drawdown | -219018 | -168276 | -254393 | -6575276 | -1788793 | -6075773 |
Profit Factor | 1.3862 | 2.048 | 0.7636 | 0.9607 | 1.7988 | 0.429 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 77 | 33 | 44 | 106 | 61 | 45 |
Losing Trades | 109 | 60 | 49 | 80 | 32 | 48 |
Profitability (%) | 41.3978 | 35.4839 | 47.3118 | 56.9892 | 65.5914 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9622 | 3.7237 | 0.8504 | 0.725 | 0.9437 | 0.4576 |
Largest Winning Trade | 255721 | 255721 | 38973 | 1634975 | 1634975 | 1036627 |
Largest Losing Trade | -186538 | -35473 | -186538 | -3667845 | -1076113 | -3667845 |
Avg Bars in Trades | 113 | 140 | 86 | 113 | 140 | 86 |
Avg Bars in Winners | 158 | 210 | 119 | 92 | 115 | 60 |
Avg Bars in Losers | 81 | 101 | 56 | 141 | 186 | 111 |
Bars Traded | 21124 | 13052 | 8071 | 21124 | 13052 | 8071 |
Profit Streak | 35.485 | 82.235 | 0 | 0 | 0 | 51.5684 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1693 | 77477 | -582129 | -578898 | 388125 | -581147 |
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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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