Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426092.8663 | 453181.1768 | -27088.3106 | -128339.8302 | 5957528.3114 | -6085868.1415 |
Total P&L (%) | 426.0929 | 453.1812 | -27.0883 | -128.3398 | 5957.5283 | -6085.8681 |
Avg Daily Profit (%) | 0.1837 | 0.1954 | -0.0117 | 0 | 0.1771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252859 | -93783 | -235911 | -6724780 | -1085565 | -8304384 |
Profit Factor | 1.2648 | 1.6855 | 0.9714 | 0.9912 | 3.0605 | 0.4801 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 112 | 53 | 59 | 131 | 71 | 60 |
Losing Trades | 124 | 65 | 59 | 105 | 47 | 58 |
Profitability (%) | 47.4576 | 44.9153 | 50 | 55.5085 | 60.1695 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.4003 | 2.0671 | 0.9714 | 0.7945 | 2.026 | 0.4641 |
Largest Winning Trade | 75226 | 75226 | 64854 | 2022774 | 2022774 | 1301019 |
Largest Losing Trade | -120182 | -32811 | -120182 | -4685148 | -394530 | -4685148 |
Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Winners | 45 | 44 | 47 | 34 | 37 | 31 |
Avg Bars in Losers | 32 | 33 | 31 | 44 | 39 | 47 |
Bars Traded | 9145 | 4497 | 4648 | 9145 | 4497 | 4648 |
Profit Streak | 34.039 | 35.289 | 34.039 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325524 | 343744 | -580477 | -578828 | 531590 | -580908 |
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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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