Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171863.9668 | 372043.613 | -200179.6462 | -106087.1902 | 3320203.3382 | -3426290.5284 |
Total P&L (%) | 171.864 | 372.0436 | -200.1796 | -106.0872 | 3320.2033 | -3426.2905 |
Avg Daily Profit (%) | 0.0729 | 0.1577 | -0.0849 | 0 | 0.1499 | 0 |
Buy And Hold Return (%) | 515.46 | 515.46 | 515.46 | 515.46 | 515.46 | 515.46 |
Max Trade Drawdown | -360107 | -190114 | -294708 | -2991656 | -2352615 | -4102595 |
Profit Factor | 1.1139 | 1.455 | 0.7105 | 0.9912 | 1.6396 | 0.4983 |
Total Trades | 405 | 202 | 203 | 405 | 202 | 203 |
Winning Trades | 292 | 155 | 137 | 282 | 146 | 136 |
Losing Trades | 113 | 47 | 66 | 123 | 56 | 67 |
Profitability (%) | 72.0988 | 76.7327 | 67.4877 | 69.6296 | 72.2772 | 66.9951 |
Ratio Avg Win / Avg Loss | 0.4311 | 0.4412 | 0.3423 | 0.4323 | 0.6289 | 0.2455 |
Largest Winning Trade | 30905 | 30905 | 14994 | 411724 | 411724 | 211164 |
Largest Losing Trade | -114198 | -66889 | -114198 | -1494341 | -1181835 | -1494341 |
Avg Bars in Trades | 34 | 57 | 11 | 34 | 57 | 11 |
Avg Bars in Winners | 13 | 20 | 5 | 22 | 37 | 7 |
Avg Bars in Losers | 87 | 178 | 21 | 60 | 110 | 18 |
Bars Traded | 13885 | 11640 | 2245 | 13885 | 11640 | 2245 |
Profit Streak | 16.1675 | 16.1675 | 65.1675 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -351791 | -154116 | -576177 | -576116 | 387642 | -577789 |
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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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