Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494124.4967 | 528939.5833 | -34815.0866 | 30769.7934 | -189150.7477 | 219920.5411 |
Total P&L (%) | 494.1245 | 528.9396 | -34.8151 | 30.7698 | -189.1507 | 219.9205 |
Avg Daily Profit (%) | 0.2668 | 0.2856 | -0.0188 | 0.0145 | 0 | 0.0628 |
Buy And Hold Return (%) | 65.8892 | 65.8892 | 65.8892 | 65.8892 | 65.8892 | 65.8892 |
Max Trade Drawdown | -151505 | -131629 | -92981 | -11083739 | -9953903 | -1280294 |
Profit Factor | 1.5592 | 1.7676 | 0.8212 | 1.0013 | 0.9906 | 1.0685 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 180 | 102 | 78 | 180 | 102 | 78 |
Losing Trades | 75 | 25 | 50 | 75 | 25 | 50 |
Profitability (%) | 70.5882 | 80.315 | 60.9375 | 70.5882 | 80.315 | 60.9375 |
Ratio Avg Win / Avg Loss | 0.6496 | 0.4332 | 0.5264 | 0.4172 | 0.2428 | 0.685 |
Largest Winning Trade | 118603 | 118603 | 6323 | 1989934 | 1989934 | 499398 |
Largest Losing Trade | -81851 | -81851 | -23311 | -8308827 | -8308827 | -1089277 |
Avg Bars in Trades | 83 | 162 | 4 | 83 | 162 | 4 |
Avg Bars in Winners | 40 | 70 | 2 | 40 | 70 | 2 |
Avg Bars in Losers | 184 | 537 | 8 | 184 | 537 | 8 |
Bars Traded | 21213 | 20589 | 624 | 21213 | 20589 | 624 |
Profit Streak | 22.3953 | 22.3953 | 81.1453 | 22.3953 | 22.3953 | 81.1453 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491823 | 499369 | -578334 | -554544 | -576249 | -256237 |
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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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