Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415024.2343 | 440691.8139 | -25667.5796 | 106548.1572 | 12724339.7488 | -12617791.5916 |
Total P&L (%) | 415.0242 | 440.6918 | -25.6676 | 106.5482 | 12724.3397 | -12617.7916 |
Avg Daily Profit (%) | 0.2325 | 0.2469 | -0.0144 | 0.0406 | 0.2723 | 0 |
Buy And Hold Return (%) | 412.3114 | 412.3114 | 412.3114 | 412.3114 | 412.3114 | 412.3114 |
Max Trade Drawdown | -250368 | -225460 | -130287 | -20466126 | -10640831 | -14771942 |
Profit Factor | 1.4409 | 1.709 | 0.9197 | 1.0027 | 1.707 | 0.42 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 167 | 90 | 77 | 167 | 90 | 77 |
Losing Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Profitability (%) | 72.9258 | 78.9474 | 66.9565 | 72.9258 | 78.9474 | 66.9565 |
Ratio Avg Win / Avg Loss | 0.535 | 0.4557 | 0.4539 | 0.3723 | 0.4552 | 0.2073 |
Largest Winning Trade | 61674 | 61674 | 16261 | 3507377 | 3507377 | 1389158 |
Largest Losing Trade | -65405 | -65405 | -62074 | -12805972 | -7141094 | -12805972 |
Avg Bars in Trades | 45 | 85 | 5 | 45 | 85 | 5 |
Avg Bars in Winners | 17 | 30 | 2 | 17 | 30 | 2 |
Avg Bars in Losers | 119 | 294 | 9 | 119 | 294 | 9 |
Bars Traded | 10365 | 9779 | 586 | 10365 | 9779 | 586 |
Profit Streak | 77.4072 | 77.4072 | 136.9072 | 77.4072 | 77.4072 | 136.9072 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150821 | -130731 | -577135 | -517910 | 513434 | -577135 |
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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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