Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45599.2515 | 372171.9129 | -326572.6614 | -99997.2849 | 24122.9064 | -124120.1912 |
Total P&L (%) | 45.5993 | 372.1719 | -326.5727 | -99.9973 | 24.1229 | -124.1202 |
Avg Daily Profit (%) | 0.0253 | 0.2066 | -0.1813 | -0.5819 | 0.012 | 0 |
Buy And Hold Return (%) | 67.0136 | 67.0136 | 67.0136 | 67.0136 | 67.0136 | 67.0136 |
Max Trade Drawdown | -415696 | -276778 | -402361 | -133227 | -22654 | -143711 |
Profit Factor | 1.0283 | 1.5334 | 0.6426 | 0.4641 | 1.7873 | 0.2041 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 161 | 76 | 85 | 153 | 72 | 81 |
Losing Trades | 126 | 67 | 59 | 134 | 71 | 63 |
Profitability (%) | 56.0976 | 53.1469 | 59.0278 | 53.3101 | 50.3497 | 56.25 |
Ratio Avg Win / Avg Loss | 0.8048 | 1.3519 | 0.446 | 0.4065 | 1.7625 | 0.1588 |
Largest Winning Trade | 410900 | 410900 | 45324 | 17740 | 17740 | 13814 |
Largest Losing Trade | -130913 | -33512 | -130913 | -50509 | -22654 | -50509 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 18 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 18 | 22 | 13 | 18 | 22 | 14 |
Bars Traded | 5243 | 2930 | 2313 | 5243 | 2930 | 2313 |
Profit Streak | 17.9533 | 17.9533 | 26.9533 | 17.9533 | 17.9533 | 26.9533 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -511861 | 334757 | -578038 | -577094 | -338488 | -578398 |
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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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