Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429065.6482 | 465481.7624 | -36416.1141 | -84444.014 | 3860347.2992 | -3944791.3132 |
Total P&L (%) | 429.0656 | 465.4818 | -36.4161 | -84.444 | 3860.3473 | -3944.7913 |
Avg Daily Profit (%) | 0.2383 | 0.2585 | -0.0202 | -0.1033 | 0.2045 | 0 |
Buy And Hold Return (%) | 195.6501 | 195.6501 | 195.6501 | 195.6501 | 195.6501 | 195.6501 |
Max Trade Drawdown | -174106 | -107225 | -187003 | -4309522 | -76498 | -4380997 |
Profit Factor | 1.4436 | 2.1938 | 0.9369 | 0.9839 | 16.9142 | 0.2096 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 56.0241 | 54.2169 | 57.8313 | 56.0241 | 54.2169 | 57.8313 |
Ratio Avg Win / Avg Loss | 1.1332 | 1.8525 | 0.6832 | 0.7723 | 14.2831 | 0.1528 |
Largest Winning Trade | 87664 | 87664 | 65380 | 1971022 | 1971022 | 285336 |
Largest Losing Trade | -96754 | -44645 | -96754 | -4181723 | -46161 | -4181723 |
Avg Bars in Trades | 20 | 14 | 26 | 20 | 14 | 26 |
Avg Bars in Winners | 21 | 14 | 28 | 21 | 14 | 28 |
Avg Bars in Losers | 19 | 15 | 25 | 19 | 15 | 25 |
Bars Traded | 3462 | 1236 | 2226 | 3462 | 1236 | 2226 |
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 | 188502 | 303365 | -579817 | -578849 | 615501 | -579817 |
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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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