Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587977.6249 | 642583.9979 | -54606.373 | 627931.9995 | 11664070.9522 | -11036138.9527 |
Total P&L (%) | 587.9776 | 642.584 | -54.6064 | 627.932 | 11664.071 | -11036.139 |
Avg Daily Profit (%) | 0.3246 | 0.3548 | -0.0301 | 0.1097 | 0.2636 | 0 |
Buy And Hold Return (%) | 1194.0951 | 1194.0951 | 1194.0951 | 1194.0951 | 1194.0951 | 1194.0951 |
Max Trade Drawdown | -252113 | -162248 | -166313 | -17188600 | -8694804 | -12278729 |
Profit Factor | 1.6157 | 2.4634 | 0.8941 | 1.0178 | 1.7492 | 0.4386 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 52.0231 | 52.8736 | 51.1628 | 52.0231 | 52.8736 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.4901 | 2.1956 | 0.8535 | 0.9387 | 1.559 | 0.4187 |
Largest Winning Trade | 205684 | 205684 | 77357 | 3322762 | 3322762 | 1446577 |
Largest Losing Trade | -44021 | -30895 | -44021 | -3449843 | -2626412 | -3449843 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 37 | 31 | 42 | 37 | 31 | 42 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 5334 | 2348 | 2986 | 5334 | 2348 | 2986 |
Profit Streak | 11.1786 | 11.1786 | 52.5119 | 11.1786 | 11.1786 | 52.5119 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152466 | -150756 | -579964 | -412294 | 463097 | -579964 |
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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) |
---|