Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354620.8185 | 407496.4119 | -52875.5935 | -146472.9663 | -1362059.1824 | 1215586.2161 |
Total P&L (%) | 354.6208 | 407.4964 | -52.8756 | -146.473 | -1362.0592 | 1215.5862 |
Avg Daily Profit (%) | 0.1846 | 0.2121 | -0.0275 | 0 | 0 | 0.1342 |
Buy And Hold Return (%) | 35.2813 | 35.2813 | 35.2813 | 35.2813 | 35.2813 | 35.2813 |
Max Trade Drawdown | -241735 | -48275 | -279376 | -4017149 | -1875849 | -2274442 |
Profit Factor | 1.3708 | 2.3418 | 0.919 | 0.9853 | 0.7043 | 1.2255 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 58 | 28 | 30 | 49 | 25 | 24 |
Losing Trades | 44 | 23 | 21 | 53 | 26 | 27 |
Profitability (%) | 56.8627 | 54.902 | 58.8235 | 48.0392 | 49.0196 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.0399 | 1.9236 | 0.6433 | 1.0658 | 0.7325 | 1.3787 |
Largest Winning Trade | 156615 | 156615 | 48274 | 2717787 | 469086 | 2717787 |
Largest Losing Trade | -187278 | -31046 | -187278 | -1116817 | -1116817 | -1009137 |
Avg Bars in Trades | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Winners | 73 | 74 | 73 | 73 | 74 | 73 |
Avg Bars in Losers | 74 | 74 | 74 | 74 | 74 | 74 |
Bars Traded | 7549 | 3777 | 3771 | 7549 | 3777 | 3771 |
Profit Streak | 19.3899 | 37.8899 | 0 | 0 | 0 | 56.3899 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350095 | -166690 | -759689 | -579602 | -761214 | -194445 |
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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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