Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320648.5228 | 394862.9612 | -74214.4383 | -3214034.8121 | -603487.3341 | -2610547.478 |
Total P&L (%) | 320.6485 | 394.863 | -74.2144 | -3214.0348 | -603.4873 | -2610.5475 |
Avg Daily Profit (%) | 0.1646 | 0.2027 | -0.0381 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301710 | -76481 | -334316 | -5333300 | -1771216 | -3739320 |
Profit Factor | 1.3452 | 2.3126 | 0.8819 | 0.7076 | 0.8595 | 0.6103 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 24 | 29 | 58 | 32 | 26 |
Losing Trades | 62 | 34 | 28 | 57 | 26 | 31 |
Profitability (%) | 46.087 | 41.3793 | 50.8772 | 50.4348 | 55.1724 | 45.614 |
Ratio Avg Win / Avg Loss | 1.5736 | 3.2762 | 0.8514 | 0.6954 | 0.6983 | 0.7276 |
Largest Winning Trade | 131666 | 131666 | 66282 | 1472065 | 539580 | 1472065 |
Largest Losing Trade | -269339 | -21550 | -269339 | -1797973 | -1285392 | -1797973 |
Avg Bars in Trades | 50 | 24 | 76 | 50 | 24 | 76 |
Avg Bars in Winners | 78 | 34 | 114 | 30 | 20 | 43 |
Avg Bars in Losers | 25 | 17 | 36 | 69 | 29 | 104 |
Bars Traded | 5759 | 1405 | 4354 | 5759 | 1405 | 4354 |
Profit Streak | 29.8177 | 29.8177 | 36.8177 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308759 | -170542 | -760175 | -580416 | -759885 | -762539 |
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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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