Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374407.5644 | 482612.807 | -108205.2426 | -347145.291 | 2116959.9397 | -2464105.2306 |
Total P&L (%) | 374.4076 | 482.6128 | -108.2052 | -347.1453 | 2116.9599 | -2464.1052 |
Avg Daily Profit (%) | 0.1797 | 0.2317 | -0.0519 | 0 | 0.1489 | 0 |
Buy And Hold Return (%) | 370.7634 | 370.7634 | 370.7634 | 370.7634 | 370.7634 | 370.7634 |
Max Trade Drawdown | -233711 | -109474 | -261884 | -3996613 | -632123 | -3555877 |
Profit Factor | 1.2929 | 1.9471 | 0.8592 | 0.9603 | 1.8261 | 0.6013 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 113 | 57 | 56 | 128 | 70 | 58 |
Losing Trades | 118 | 59 | 59 | 103 | 46 | 57 |
Profitability (%) | 48.9177 | 49.1379 | 48.6957 | 55.4113 | 60.3448 | 50.4348 |
Ratio Avg Win / Avg Loss | 1.3502 | 2.0154 | 0.9052 | 0.7727 | 1.2 | 0.591 |
Largest Winning Trade | 100760 | 100760 | 47962 | 884113 | 861402 | 884113 |
Largest Losing Trade | -150513 | -34294 | -150513 | -2583261 | -378111 | -2583261 |
Avg Bars in Trades | 106 | 98 | 115 | 106 | 98 | 115 |
Avg Bars in Winners | 121 | 110 | 132 | 94 | 90 | 99 |
Avg Bars in Losers | 93 | 86 | 100 | 122 | 109 | 132 |
Bars Traded | 24696 | 11372 | 13324 | 24696 | 11372 | 13324 |
Profit Streak | 0 | 0 | 0 | 61.1774 | 61.1774 | 90.0108 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154443 | -60915 | -581533 | -577418 | 347079 | -580010 |
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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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