Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264818.1634 | 381572.5908 | -116754.4274 | -79909.4816 | 1066782.8533 | -1146692.3349 |
Total P&L (%) | 264.8182 | 381.5726 | -116.7544 | -79.9095 | 1066.7829 | -1146.6923 |
Avg Daily Profit (%) | 0.1425 | 0.2053 | -0.0628 | -0.0863 | 0.1323 | 0 |
Buy And Hold Return (%) | 65.1681 | 65.1681 | 65.1681 | 65.1681 | 65.1681 | 65.1681 |
Max Trade Drawdown | -225562 | -181212 | -148245 | -4128507 | -3133109 | -1401785 |
Profit Factor | 1.1776 | 1.4008 | 0.7835 | 0.993 | 1.141 | 0.7014 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 174 | 89 | 85 | 174 | 89 | 85 |
Losing Trades | 149 | 72 | 77 | 149 | 72 | 77 |
Profitability (%) | 53.87 | 55.2795 | 52.4691 | 53.87 | 55.2795 | 52.4691 |
Ratio Avg Win / Avg Loss | 1.0084 | 1.1332 | 0.7097 | 0.8503 | 0.9231 | 0.6354 |
Largest Winning Trade | 61115 | 61115 | 18618 | 1346871 | 1346871 | 295935 |
Largest Losing Trade | -70416 | -70416 | -26697 | -1975860 | -1975860 | -477045 |
Avg Bars in Trades | 34 | 59 | 8 | 34 | 59 | 8 |
Avg Bars in Winners | 25 | 40 | 8 | 25 | 40 | 8 |
Avg Bars in Losers | 44 | 82 | 8 | 44 | 82 | 8 |
Bars Traded | 10992 | 9553 | 1439 | 10992 | 9553 | 1439 |
Profit Streak | 2.241 | 0 | 23.4077 | 2.241 | 0 | 23.4077 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29814 | 308726 | -578852 | -580441 | -82082 | -578852 |
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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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