Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168679.4646 | 237992.1814 | -69312.7168 | -101331.7466 | -61459.6945 | -39872.0522 |
Total P&L (%) | 168.6795 | 237.9922 | -69.3127 | -101.3317 | -61.4597 | -39.8721 |
Avg Daily Profit (%) | 0.1194 | 0.1685 | -0.0491 | 0 | -0.0675 | -0.036 |
Buy And Hold Return (%) | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 |
Max Trade Drawdown | -144976 | -87645 | -204191 | -540565 | -544274 | -300984 |
Profit Factor | 1.2036 | 1.6272 | 0.8456 | 0.9407 | 0.9382 | 0.9441 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 149 | 77 | 72 | 143 | 75 | 68 |
Losing Trades | 56 | 25 | 31 | 62 | 27 | 35 |
Profitability (%) | 72.6829 | 75.4902 | 69.9029 | 69.7561 | 73.5294 | 66.0194 |
Ratio Avg Win / Avg Loss | 0.4524 | 0.5283 | 0.3641 | 0.4079 | 0.3378 | 0.486 |
Largest Winning Trade | 39143 | 39143 | 27539 | 109117 | 109117 | 75711 |
Largest Losing Trade | -110691 | -64756 | -110691 | -348971 | -348971 | -285690 |
Avg Bars in Trades | 13 | 20 | 6 | 13 | 20 | 6 |
Avg Bars in Winners | 6 | 8 | 3 | 7 | 10 | 3 |
Avg Bars in Losers | 31 | 55 | 11 | 26 | 48 | 10 |
Bars Traded | 2704 | 2073 | 631 | 2704 | 2073 | 631 |
Profit Streak | 457.3834 | 0 | 549.3834 | 0 | 493.8834 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33215 | 367373 | -576553 | -576866 | -576870 | -578703 |
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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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