Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206412.8117 | 293353.6555 | -86940.8437 | -82764.3897 | 189908.3468 | -272672.7365 |
Total P&L (%) | 206.4128 | 293.3537 | -86.9408 | -82.7644 | 189.9083 | -272.6727 |
Avg Daily Profit (%) | 0.1108 | 0.1575 | -0.0467 | -0.0943 | 0.0572 | 0 |
Buy And Hold Return (%) | 45.6178 | 45.6178 | 45.6178 | 45.6178 | 45.6178 | 45.6178 |
Max Trade Drawdown | -237923 | -170804 | -206286 | -283005 | -173361 | -366700 |
Profit Factor | 1.1298 | 1.4071 | 0.9 | 0.9436 | 1.3261 | 0.6916 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 186 | 87 | 99 | 186 | 87 | 99 |
Losing Trades | 192 | 102 | 90 | 192 | 102 | 90 |
Profitability (%) | 49.2063 | 46.0317 | 52.381 | 49.2063 | 46.0317 | 52.381 |
Ratio Avg Win / Avg Loss | 1.1663 | 1.6497 | 0.8182 | 0.974 | 1.5548 | 0.6287 |
Largest Winning Trade | 146183 | 146183 | 32273 | 83306 | 83306 | 51301 |
Largest Losing Trade | -68093 | -25677 | -68093 | -107850 | -47404 | -107850 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5415 | 2710 | 2705 | 5415 | 2710 | 2705 |
Profit Streak | 8.0044 | 22.3377 | 0 | 8.0044 | 22.3377 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121907 | 321811 | -579757 | -578158 | -117103 | -579757 |
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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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