Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124327.5408 | 200257.4365 | -75929.8956 | -19272.0046 | 828600.857 | -847872.8616 |
Total P&L (%) | 124.3275 | 200.2574 | -75.9299 | -19.272 | 828.6009 | -847.8729 |
Avg Daily Profit (%) | 0.1404 | 0.2261 | -0.0857 | -0.0242 | 0.2519 | 0 |
Buy And Hold Return (%) | 274.5277 | 274.5277 | 274.5277 | 274.5277 | 274.5277 | 274.5277 |
Max Trade Drawdown | -227690 | -115870 | -215435 | -1134899 | -303975 | -1309480 |
Profit Factor | 1.1253 | 1.4922 | 0.8703 | 0.995 | 1.6161 | 0.6616 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 156 | 83 | 73 | 156 | 83 | 73 |
Losing Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Profitability (%) | 52.8814 | 56.4626 | 49.3243 | 52.8814 | 56.4626 | 49.3243 |
Ratio Avg Win / Avg Loss | 1.0027 | 1.1506 | 0.8941 | 0.8866 | 1.2461 | 0.6798 |
Largest Winning Trade | 31488 | 28304 | 31488 | 188454 | 186072 | 188454 |
Largest Losing Trade | -41998 | -19900 | -41998 | -264991 | -102881 | -264991 |
Avg Bars in Trades | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Winners | 17 | 11 | 23 | 17 | 11 | 23 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 5125 | 1976 | 3149 | 5125 | 1976 | 3149 |
Profit Streak | 0 | 15.7095 | 0 | 0 | 15.7095 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251950 | -154239 | -580925 | -578583 | 351732 | -580925 |
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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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