Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174604.8569 | 305561.8185 | -130956.9617 | -75132.7177 | 1677051.8571 | -1752184.5749 |
Total P&L (%) | 174.6049 | 305.5618 | -130.957 | -75.1327 | 1677.0519 | -1752.1846 |
Avg Daily Profit (%) | 0.0975 | 0.1706 | -0.0731 | -0.0777 | 0.1608 | 0 |
Buy And Hold Return (%) | 337.8378 | 337.8378 | 337.8378 | 337.8378 | 337.8378 | 337.8378 |
Max Trade Drawdown | -264370 | -217926 | -208643 | -2029183 | -1076212 | -1877315 |
Profit Factor | 1.1916 | 1.5237 | 0.6008 | 0.9827 | 1.8973 | 0.2884 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 72.7749 | 75.7895 | 69.7917 | 72.7749 | 75.7895 | 69.7917 |
Ratio Avg Win / Avg Loss | 0.4458 | 0.4867 | 0.26 | 0.3676 | 0.6061 | 0.1248 |
Largest Winning Trade | 38787 | 38787 | 9957 | 382159 | 382159 | 122621 |
Largest Losing Trade | -64499 | -64499 | -54118 | -1076212 | -1076212 | -765993 |
Avg Bars in Trades | 108 | 207 | 10 | 108 | 207 | 10 |
Avg Bars in Winners | 45 | 82 | 5 | 45 | 82 | 5 |
Avg Bars in Losers | 276 | 597 | 22 | 276 | 597 | 22 |
Bars Traded | 20721 | 19692 | 1029 | 20721 | 19692 | 1029 |
Profit Streak | 80.8429 | 82.5929 | 80.8429 | 80.8429 | 82.5929 | 80.8429 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234732 | -154341 | -576992 | -575411 | 411971 | -576992 |
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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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