Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330768.6287 | 441486.4305 | -110717.8018 | -71228.5369 | 257085.2389 | -328313.7758 |
Total P&L (%) | 330.7686 | 441.4864 | -110.7178 | -71.2285 | 257.0852 | -328.3138 |
Avg Daily Profit (%) | 0.1784 | 0.2381 | -0.0597 | -0.0672 | 0.0687 | 0 |
Buy And Hold Return (%) | 94.24 | 94.24 | 94.24 | 94.24 | 94.24 | 94.24 |
Max Trade Drawdown | -146254 | -134800 | -106062 | -1307976 | -1248353 | -346939 |
Profit Factor | 1.4096 | 1.7148 | 0.4168 | 0.9799 | 1.0899 | 0.5197 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 81 | 51 | 30 | 81 | 51 | 30 |
Losing Trades | 94 | 36 | 58 | 94 | 36 | 58 |
Profitability (%) | 46.2857 | 58.6207 | 34.0909 | 46.2857 | 58.6207 | 34.0909 |
Ratio Avg Win / Avg Loss | 1.6359 | 1.2104 | 0.8058 | 1.1372 | 0.7693 | 1.0048 |
Largest Winning Trade | 125837 | 125837 | 16612 | 342032 | 342032 | 105861 |
Largest Losing Trade | -79138 | -79138 | -12890 | -871416 | -871416 | -72356 |
Avg Bars in Trades | 121 | 240 | 4 | 121 | 240 | 4 |
Avg Bars in Winners | 98 | 154 | 4 | 98 | 154 | 4 |
Avg Bars in Losers | 141 | 364 | 3 | 141 | 364 | 3 |
Bars Traded | 21320 | 20961 | 358 | 21320 | 20961 | 358 |
Profit Streak | 22.8214 | 23.4047 | 22.8214 | 22.8214 | 23.4047 | 22.8214 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257569 | 353291 | -586458 | -578599 | -226615 | -584792 |
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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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