Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340101.8614 | 545009.1408 | -204907.2794 | -231793.1785 | 2437647.9217 | -2669441.1002 |
Total P&L (%) | 340.1019 | 545.0091 | -204.9073 | -231.7932 | 2437.6479 | -2669.4411 |
Avg Daily Profit (%) | 0.19 | 0.3045 | -0.1145 | 0 | 0.1809 | 0 |
Buy And Hold Return (%) | 303.5727 | 303.5727 | 303.5727 | 303.5727 | 303.5727 | 303.5727 |
Max Trade Drawdown | -213938 | -179196 | -300393 | -4142211 | -1113995 | -3702175 |
Profit Factor | 1.246 | 1.9398 | 0.7447 | 0.9775 | 1.7023 | 0.609 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 98 | 45 | 53 | 143 | 77 | 66 |
Losing Trades | 142 | 75 | 67 | 97 | 43 | 54 |
Profitability (%) | 40.8333 | 37.5 | 44.1667 | 59.5833 | 64.1667 | 55 |
Ratio Avg Win / Avg Loss | 1.8054 | 3.2329 | 0.9414 | 0.6631 | 0.9507 | 0.4983 |
Largest Winning Trade | 257401 | 257401 | 56765 | 742151 | 742151 | 415615 |
Largest Losing Trade | -190051 | -39744 | -190051 | -1958433 | -593180 | -1958433 |
Avg Bars in Trades | 88 | 83 | 92 | 88 | 83 | 92 |
Avg Bars in Winners | 126 | 110 | 139 | 68 | 77 | 58 |
Avg Bars in Losers | 61 | 66 | 55 | 116 | 94 | 134 |
Bars Traded | 21122 | 9977 | 11145 | 21122 | 9977 | 11145 |
Profit Streak | 0 | 0 | 0 | 52.3029 | 90.2195 | 52.3029 |
Trades During Streak | 0 | 0 | 0 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122249 | -734 | -583281 | -576679 | 410842 | -578954 |
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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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