Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144233.962 | 219205.8594 | -74971.8974 | -50618.6048 | 707926.21 | -758544.8148 |
Total P&L (%) | 144.234 | 219.2059 | -74.9719 | -50.6186 | 707.9262 | -758.5448 |
Avg Daily Profit (%) | 0.1385 | 0.2104 | -0.072 | -0.0677 | 0.2008 | 0 |
Buy And Hold Return (%) | 94.0199 | 94.0199 | 94.0199 | 94.0199 | 94.0199 | 94.0199 |
Max Trade Drawdown | -302335 | -181718 | -163664 | -1229174 | -435616 | -990176 |
Profit Factor | 1.1243 | 1.3817 | 0.8721 | 0.987 | 1.4042 | 0.6469 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Losing Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Profitability (%) | 47.2934 | 46.8571 | 47.7273 | 47.2934 | 46.8571 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.253 | 1.5671 | 0.9552 | 1.1 | 1.5926 | 0.7086 |
Largest Winning Trade | 146919 | 146919 | 24393 | 296445 | 296445 | 97437 |
Largest Losing Trade | -29098 | -23521 | -29098 | -228990 | -134006 | -228990 |
Avg Bars in Trades | 70 | 66 | 73 | 70 | 66 | 73 |
Avg Bars in Winners | 71 | 70 | 73 | 71 | 70 | 73 |
Avg Bars in Losers | 68 | 63 | 74 | 68 | 63 | 74 |
Bars Traded | 24656 | 11677 | 12978 | 24656 | 11677 | 12978 |
Profit Streak | 6.7212 | 9.9295 | 6.7212 | 6.7212 | 9.9295 | 6.7212 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100065 | 178867 | -580608 | -577167 | 364290 | -580608 |
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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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