Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441736.1304 | 404395.3861 | 37340.7443 | -4657600.1886 | -3696815.6948 | -960784.4938 |
Total P&L (%) | 441.7361 | 404.3954 | 37.3407 | -4657.6002 | -3696.8157 | -960.7845 |
Avg Daily Profit (%) | 0.2569 | 0.2352 | 0.0217 | 0 | 0 | 0 |
Buy And Hold Return (%) | 105.0672 | 105.0672 | 105.0672 | 105.0672 | 105.0672 | 105.0672 |
Max Trade Drawdown | -178052 | -57080 | -179690 | -10425498 | -6058329 | -5541656 |
Profit Factor | 1.4709 | 2.1228 | 1.0646 | 0.8303 | 0.7509 | 0.9238 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 123 | 55 | 68 | 114 | 59 | 55 |
Losing Trades | 110 | 62 | 48 | 119 | 58 | 61 |
Profitability (%) | 52.7897 | 47.0085 | 58.6207 | 48.927 | 50.4274 | 47.4138 |
Ratio Avg Win / Avg Loss | 1.3154 | 2.393 | 0.7515 | 0.8668 | 0.7382 | 1.0246 |
Largest Winning Trade | 96763 | 96763 | 41073 | 1463702 | 827454 | 1463702 |
Largest Losing Trade | -173234 | -29568 | -173234 | -1447353 | -1447353 | -816333 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 15 | 15 | 16 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 12 | 14 | 15 | 14 | 16 |
Bars Traded | 3389 | 1612 | 1777 | 3389 | 1612 | 1777 |
Profit Streak | 8.0844 | 48.0844 | 0 | 0 | 0 | 39.5844 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350194 | 356082 | -479608 | -579698 | -580688 | -579097 |
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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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