Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76226.5087 | 189520.9712 | -113294.4625 | -551346.2047 | -146255.5004 | -405090.7044 |
Total P&L (%) | 76.2265 | 189.521 | -113.2945 | -551.3462 | -146.2555 | -405.0907 |
Avg Daily Profit (%) | 0.0614 | 0.1527 | -0.0913 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -298537 | -62598 | -303302 | -633592 | -315383 | -404208 |
Profit Factor | 1.0914 | 1.6435 | 0.79 | 0.5842 | 0.7544 | 0.4455 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 155 | 76 | 79 | 139 | 71 | 68 |
Losing Trades | 142 | 72 | 70 | 158 | 77 | 81 |
Profitability (%) | 52.1886 | 51.3514 | 53.0201 | 46.8013 | 47.973 | 45.6376 |
Ratio Avg Win / Avg Loss | 0.9999 | 1.557 | 0.7 | 0.6641 | 0.8182 | 0.5306 |
Largest Winning Trade | 50240 | 50240 | 34973 | 182916 | 182916 | 120453 |
Largest Losing Trade | -231331 | -36853 | -231331 | -203887 | -109068 | -203887 |
Avg Bars in Trades | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Winners | 38 | 43 | 32 | 55 | 62 | 48 |
Avg Bars in Losers | 57 | 61 | 53 | 40 | 42 | 37 |
Bars Traded | 14090 | 7740 | 6350 | 14090 | 7740 | 6350 |
Profit Streak | 16.8381 | 56.7548 | 16.8381 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -229686 | 422699 | -579974 | -580468 | -581728 | -582634 |
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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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