Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143536.4058 | 382613.2495 | -239076.8438 | 4132412.4432 | -7560754.5617 | 11693167.0049 |
Total P&L (%) | 143.5364 | 382.6133 | -239.0768 | 4132.4124 | -7560.7546 | 11693.167 |
Avg Daily Profit (%) | 0.0574 | 0.153 | -0.0956 | 0.1499 | 0 | 0.191 |
Buy And Hold Return (%) | 868.7133 | 868.7133 | 868.7133 | 868.7133 | 868.7133 | 868.7133 |
Max Trade Drawdown | -296930 | -28251 | -348471 | -12118919 | -8868558 | -6735278 |
Profit Factor | 1.1742 | 3.2477 | 0.6342 | 1.141 | 0.5149 | 1.8528 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 91 | 44 | 47 | 95 | 49 | 46 |
Losing Trades | 87 | 45 | 42 | 83 | 40 | 43 |
Profitability (%) | 51.1236 | 49.4382 | 52.809 | 53.3708 | 55.0562 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.1226 | 3.3215 | 0.5667 | 0.9969 | 0.4204 | 1.732 |
Largest Winning Trade | 112130 | 112130 | 57661 | 16965819 | 1478681 | 16965819 |
Largest Losing Trade | -271121 | -13239 | -271121 | -5925676 | -5925676 | -1900447 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 47 | 48 | 45 | 38 | 32 | 43 |
Avg Bars in Losers | 31 | 26 | 37 | 41 | 42 | 40 |
Bars Traded | 7059 | 3326 | 3733 | 7059 | 3326 | 3733 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309835 | -152884 | -580730 | -59736 | -580438 | 409639 |
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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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