Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170152.1126 | 222119.6594 | -51967.5468 | 16043.8233 | 706316.8435 | -690273.0202 |
Total P&L (%) | 170.1521 | 222.1197 | -51.9675 | 16.0438 | 706.3168 | -690.273 |
Avg Daily Profit (%) | 0.1633 | 0.2132 | -0.0499 | 0.0143 | 0.2006 | 0 |
Buy And Hold Return (%) | 256.2527 | 256.2527 | 256.2527 | 256.2527 | 256.2527 | 256.2527 |
Max Trade Drawdown | -185862 | -53241 | -181557 | -784922 | -76559 | -961596 |
Profit Factor | 1.2094 | 1.675 | 0.8925 | 1.0071 | 2.0475 | 0.5647 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Losing Trades | 148 | 72 | 76 | 148 | 72 | 76 |
Profitability (%) | 50.3356 | 51.6779 | 48.9933 | 50.3356 | 51.6779 | 48.9933 |
Ratio Avg Win / Avg Loss | 1.1933 | 1.5662 | 0.9292 | 0.9937 | 1.9145 | 0.5879 |
Largest Winning Trade | 53607 | 53607 | 31380 | 180742 | 180742 | 88631 |
Largest Losing Trade | -67636 | -15989 | -67636 | -384489 | -47107 | -384489 |
Avg Bars in Trades | 83 | 67 | 98 | 83 | 67 | 98 |
Avg Bars in Winners | 87 | 64 | 112 | 87 | 64 | 112 |
Avg Bars in Losers | 78 | 70 | 84 | 78 | 70 | 84 |
Bars Traded | 24734 | 10094 | 14640 | 24734 | 10094 | 14640 |
Profit Streak | 3.2246 | 0 | 5.2246 | 3.2246 | 0 | 5.2246 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158273 | -154812 | -580616 | -553255 | 311928 | -580616 |
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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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