Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474828.2451 | 552554.5782 | -77726.3331 | -1809157.4092 | 4972111.717 | -6781269.1263 |
Total P&L (%) | 474.8282 | 552.5546 | -77.7263 | -1809.1574 | 4972.1117 | -6781.2691 |
Avg Daily Profit (%) | 0.19 | 0.2211 | -0.0311 | 0 | 0.1572 | 0 |
Buy And Hold Return (%) | 961.6689 | 961.6689 | 961.6689 | 961.6689 | 961.6689 | 961.6689 |
Max Trade Drawdown | -306219 | -92893 | -241545 | -8748279 | -605787 | -8583330 |
Profit Factor | 1.5602 | 2.6872 | 0.8506 | 0.8504 | 3.7066 | 0.3388 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 103 | 54 | 49 | 101 | 50 | 51 |
Losing Trades | 68 | 31 | 37 | 70 | 35 | 35 |
Profitability (%) | 60.2339 | 63.5294 | 56.9767 | 59.0643 | 58.8235 | 59.3023 |
Ratio Avg Win / Avg Loss | 1.03 | 1.5426 | 0.6423 | 0.5894 | 2.5946 | 0.2325 |
Largest Winning Trade | 124484 | 124484 | 63702 | 2213946 | 2213946 | 1386128 |
Largest Losing Trade | -184690 | -47712 | -184690 | -7921615 | -371604 | -7921615 |
Avg Bars in Trades | 81 | 96 | 66 | 81 | 96 | 66 |
Avg Bars in Winners | 87 | 91 | 82 | 84 | 96 | 71 |
Avg Bars in Losers | 72 | 106 | 45 | 77 | 96 | 58 |
Bars Traded | 13948 | 8222 | 5726 | 13948 | 8222 | 5726 |
Profit Streak | 66.8016 | 100.9683 | 66.8016 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152909 | -149293 | -579227 | -578707 | 508170 | -579896 |
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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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