Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486247.3752 | 506617.7937 | -20370.4184 | 66700.5214 | 215436.332 | -148735.8107 |
Total P&L (%) | 486.2474 | 506.6178 | -20.3704 | 66.7005 | 215.4363 | -148.7358 |
Avg Daily Profit (%) | 0.2633 | 0.2744 | -0.011 | 0.0277 | 0.0622 | 0 |
Buy And Hold Return (%) | 65.5163 | 65.5163 | 65.5163 | 65.5163 | 65.5163 | 65.5163 |
Max Trade Drawdown | -177996 | -165675 | -54379 | -1864778 | -1850125 | -265460 |
Profit Factor | 1.5898 | 1.7021 | 0.8019 | 1.0124 | 1.0446 | 0.7262 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 96 | 58 | 38 | 96 | 58 | 38 |
Losing Trades | 81 | 30 | 51 | 81 | 30 | 51 |
Profitability (%) | 54.2373 | 65.9091 | 42.6966 | 54.2373 | 65.9091 | 42.6966 |
Ratio Avg Win / Avg Loss | 1.3414 | 0.8804 | 1.0763 | 0.8542 | 0.5403 | 0.9746 |
Largest Winning Trade | 162718 | 162718 | 7059 | 622174 | 622174 | 60114 |
Largest Losing Trade | -75064 | -75064 | -12870 | -1253546 | -1253546 | -71611 |
Avg Bars in Trades | 61 | 121 | 1 | 61 | 121 | 1 |
Avg Bars in Winners | 57 | 94 | 1 | 57 | 94 | 1 |
Avg Bars in Losers | 65 | 174 | 1 | 65 | 174 | 1 |
Bars Traded | 10830 | 10724 | 106 | 10830 | 10724 | 106 |
Profit Streak | 36.1098 | 36.1098 | 149.1098 | 36.1098 | 36.1098 | 149.1098 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465528 | 420671 | -580638 | -521677 | -283237 | -582304 |
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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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