Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567234.6747 | 1615044.626 | -47809.9513 | -82126.137 | 200836.5284 | -282962.6654 |
Total P&L (%) | 1567.2347 | 1615.0446 | -47.81 | -82.1261 | 200.8365 | -282.9627 |
Avg Daily Profit (%) | 0.8745 | 0.9012 | -0.0267 | -0.096 | 0.0615 | 0 |
Buy And Hold Return (%) | 328.0896 | 328.0896 | 328.0896 | 328.0896 | 328.0896 | 328.0896 |
Max Trade Drawdown | -401411 | -345791 | -82476 | -3132633 | -2933305 | -520741 |
Profit Factor | 2.7685 | 3.4155 | 0.7803 | 0.9831 | 1.0522 | 0.7203 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 41.8367 | 37.7551 | 45.9184 | 41.8367 | 37.7551 | 45.9184 |
Ratio Avg Win / Avg Loss | 3.8489 | 5.631 | 0.919 | 1.3667 | 1.7347 | 0.8484 |
Largest Winning Trade | 1865326 | 1865326 | 30125 | 1778210 | 1778210 | 131996 |
Largest Losing Trade | -37838 | -37838 | -19264 | -646823 | -646823 | -349860 |
Avg Bars in Trades | 48 | 87 | 10 | 48 | 87 | 10 |
Avg Bars in Winners | 45 | 89 | 9 | 45 | 89 | 9 |
Avg Bars in Losers | 51 | 86 | 10 | 51 | 86 | 10 |
Bars Traded | 9569 | 8576 | 993 | 9569 | 8576 | 993 |
Profit Streak | 4.9868 | 4.9868 | 58.1535 | 4.9868 | 4.9868 | 58.1535 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 593981 | 522051 | -580983 | -579594 | -442471 | -580983 |
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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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