Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84987.4686 | 234847.8193 | -149860.3507 | -1269307.1509 | -621456.2395 | -647850.9114 |
Total P&L (%) | 84.9875 | 234.8478 | -149.8604 | -1269.3072 | -621.4562 | -647.8509 |
Avg Daily Profit (%) | 0.0683 | 0.1888 | -0.1205 | 0 | 0 | 0 |
Buy And Hold Return (%) | 11.5482 | 11.5482 | 11.5482 | 11.5482 | 11.5482 | 11.5482 |
Max Trade Drawdown | -313222 | -64523 | -333609 | -1298460 | -720388 | -903384 |
Profit Factor | 1.0847 | 1.6799 | 0.7721 | 0.7004 | 0.6933 | 0.7069 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 139 | 67 | 72 | 88 | 47 | 41 |
Losing Trades | 87 | 46 | 41 | 138 | 66 | 72 |
Profitability (%) | 61.5044 | 59.292 | 63.7168 | 38.9381 | 41.5929 | 36.2832 |
Ratio Avg Win / Avg Loss | 0.6789 | 1.1533 | 0.4397 | 1.0983 | 0.9736 | 1.2414 |
Largest Winning Trade | 35977 | 35977 | 23185 | 355632 | 347357 | 355632 |
Largest Losing Trade | -301352 | -38968 | -301352 | -389205 | -161649 | -389205 |
Avg Bars in Trades | 63 | 71 | 55 | 63 | 71 | 55 |
Avg Bars in Winners | 45 | 52 | 38 | 87 | 98 | 75 |
Avg Bars in Losers | 92 | 98 | 84 | 47 | 51 | 44 |
Bars Traded | 14329 | 8060 | 6269 | 14329 | 8060 | 6269 |
Profit Streak | 23.4567 | 24.04 | 23.4567 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -226441 | 433931 | -578218 | -582230 | -584301 | -584699 |
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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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