Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241106.1844 | 360247.8505 | -119141.6661 | -102808.8397 | 2996803.8732 | -3099612.7129 |
Total P&L (%) | 241.1062 | 360.2479 | -119.1417 | -102.8088 | 2996.8039 | -3099.6127 |
Avg Daily Profit (%) | 0.1349 | 0.2016 | -0.0667 | 0 | 0.1923 | 0 |
Buy And Hold Return (%) | 202.3104 | 202.3104 | 202.3104 | 202.3104 | 202.3104 | 202.3104 |
Max Trade Drawdown | -316259 | -205145 | -220108 | -2572567 | -35517 | -3227241 |
Profit Factor | 1.2236 | 1.8318 | 0.8153 | 0.9723 | 27.798 | 0.1383 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 101 | 52 | 49 | 110 | 57 | 53 |
Losing Trades | 89 | 43 | 46 | 80 | 38 | 42 |
Profitability (%) | 53.1579 | 54.7368 | 51.5789 | 57.8947 | 60 | 55.7895 |
Ratio Avg Win / Avg Loss | 1.0782 | 1.5148 | 0.7654 | 0.7071 | 18.532 | 0.1096 |
Largest Winning Trade | 98877 | 98877 | 66842 | 740908 | 740908 | 125973 |
Largest Losing Trade | -102090 | -29170 | -102090 | -2564907 | -35517 | -2564907 |
Avg Bars in Trades | 27 | 19 | 35 | 27 | 19 | 35 |
Avg Bars in Winners | 31 | 19 | 44 | 19 | 21 | 18 |
Avg Bars in Losers | 22 | 19 | 24 | 37 | 17 | 56 |
Bars Traded | 5200 | 1859 | 3341 | 5200 | 1859 | 3341 |
Profit Streak | 0 | 0 | 12.9766 | 6.9766 | 17.3099 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117762 | 120605 | -580264 | -577797 | 678263 | -580328 |
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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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