Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403636.2131 | 428519.6321 | -24883.419 | -18869430.3551 | 7185521.154 | -26054951.5091 |
Total P&L (%) | 403.6362 | 428.5196 | -24.8834 | -18869.4304 | 7185.5212 | -26054.9515 |
Avg Daily Profit (%) | 0.1615 | 0.1714 | -0.01 | 0 | 0.1717 | 0 |
Buy And Hold Return (%) | 845.7626 | 845.7626 | 845.7626 | 845.7626 | 845.7626 | 845.7626 |
Max Trade Drawdown | -240033 | -58109 | -247392 | -33260662 | -2589451 | -30923286 |
Profit Factor | 1.9105 | 5.5766 | 0.9288 | 0.5178 | 2.5299 | 0.2434 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 30 | 29 | 58 | 31 | 27 |
Losing Trades | 27 | 13 | 14 | 28 | 12 | 16 |
Profitability (%) | 68.6047 | 69.7674 | 67.4419 | 67.4419 | 72.093 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.8743 | 2.4165 | 0.4484 | 0.25 | 0.9793 | 0.1443 |
Largest Winning Trade | 71918 | 71918 | 40880 | 2113390 | 2113390 | 1649766 |
Largest Losing Trade | -236088 | -47976 | -236088 | -30211109 | -1719402 | -30211109 |
Avg Bars in Trades | 105 | 106 | 105 | 105 | 106 | 105 |
Avg Bars in Winners | 91 | 94 | 89 | 92 | 90 | 95 |
Avg Bars in Losers | 136 | 135 | 137 | 133 | 148 | 121 |
Bars Traded | 9110 | 4592 | 4518 | 9110 | 4592 | 4518 |
Profit Streak | 0 | 0 | 173.0368 | 114.7868 | 115.7868 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154717 | -147569 | -577111 | -577446 | 479495 | -579069 |
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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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