Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573176.1896 | 521962.647 | 51213.5425 | -3681595.4465 | 9516466.1844 | -13198061.6309 |
Total P&L (%) | 573.1762 | 521.9626 | 51.2135 | -3681.5954 | 9516.4662 | -13198.0616 |
Avg Daily Profit (%) | 0.2293 | 0.2088 | 0.0205 | 0 | 0.1828 | 0 |
Buy And Hold Return (%) | 738.7628 | 738.7628 | 738.7628 | 738.7628 | 738.7628 | 738.7628 |
Max Trade Drawdown | -138044 | -58945 | -149869 | -16634733 | -1420215 | -17267208 |
Profit Factor | 2.2837 | 4.5099 | 1.172 | 0.8462 | 3.0621 | 0.3172 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 81 | 43 | 38 | 84 | 43 | 41 |
Losing Trades | 83 | 39 | 44 | 80 | 39 | 41 |
Profitability (%) | 49.3902 | 52.439 | 46.3415 | 51.2195 | 52.439 | 50 |
Ratio Avg Win / Avg Loss | 2.3401 | 4.0903 | 1.357 | 0.806 | 2.7772 | 0.3172 |
Largest Winning Trade | 81985 | 81985 | 38688 | 5880508 | 5880508 | 1364532 |
Largest Losing Trade | -120096 | -37364 | -120096 | -15676389 | -1329616 | -15676389 |
Avg Bars in Trades | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Winners | 69 | 53 | 88 | 68 | 58 | 79 |
Avg Bars in Losers | 45 | 57 | 34 | 45 | 52 | 38 |
Bars Traded | 9421 | 4555 | 4866 | 9421 | 4555 | 4866 |
Profit Streak | 64.0427 | 78.2927 | 0 | 0 | 0 | 74.7927 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151961 | -153001 | -368508 | -579760 | 345553 | -584678 |
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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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