Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534192.6579 | 603500.8891 | -69308.2312 | -4002651.0038 | 5073350.4237 | -9076001.4275 |
Total P&L (%) | 534.1927 | 603.5009 | -69.3082 | -4002.651 | 5073.3504 | -9076.0014 |
Avg Daily Profit (%) | 0.2137 | 0.2414 | -0.0277 | 0 | 0.158 | 0 |
Buy And Hold Return (%) | 953.5149 | 953.5149 | 953.5149 | 953.5149 | 953.5149 | 953.5149 |
Max Trade Drawdown | -246880 | -67819 | -228108 | -11084985 | -1483724 | -11747714 |
Profit Factor | 1.5293 | 2.4485 | 0.8831 | 0.8192 | 1.7876 | 0.4218 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 128 | 62 | 66 | 126 | 64 | 62 |
Losing Trades | 103 | 53 | 50 | 105 | 51 | 54 |
Profitability (%) | 55.4113 | 53.913 | 56.8966 | 54.5455 | 55.6522 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.2306 | 2.093 | 0.669 | 0.6827 | 1.4245 | 0.3674 |
Largest Winning Trade | 137816 | 137816 | 60748 | 2522096 | 2522096 | 1631414 |
Largest Losing Trade | -190929 | -52452 | -190929 | -9572432 | -1174214 | -9572432 |
Avg Bars in Trades | 41 | 47 | 34 | 41 | 47 | 34 |
Avg Bars in Winners | 44 | 45 | 42 | 43 | 45 | 40 |
Avg Bars in Losers | 37 | 49 | 23 | 38 | 50 | 27 |
Bars Traded | 9483 | 5470 | 4013 | 9483 | 5470 | 4013 |
Profit Streak | 32.8898 | 0 | 80.1398 | 0 | 63.1398 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153687 | -152461 | -579166 | -578979 | 355736 | -580576 |
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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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