Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758109.9094 | 904428.7235 | -146318.8141 | -87429.8016 | 62359.0549 | -149788.8566 |
Total P&L (%) | 758.1099 | 904.4287 | -146.3188 | -87.4298 | 62.3591 | -149.7889 |
Avg Daily Profit (%) | 0.3032 | 0.3618 | -0.0585 | -0.0829 | 0.0194 | 0 |
Buy And Hold Return (%) | 229.5462 | 229.5462 | 229.5462 | 229.5462 | 229.5462 | 229.5462 |
Max Trade Drawdown | -204031 | -115564 | -227713 | -432442 | -187649 | -270049 |
Profit Factor | 1.7917 | 3.0619 | 0.718 | 0.9066 | 1.1289 | 0.669 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 56.2914 | 56 | 56.5789 | 56.2914 | 56 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.3912 | 2.4058 | 0.551 | 0.704 | 0.887 | 0.5134 |
Largest Winning Trade | 836271 | 836271 | 28354 | 150942 | 150942 | 44971 |
Largest Losing Trade | -82161 | -50933 | -82161 | -225573 | -139667 | -225573 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 36 | 37 | 34 | 36 | 37 | 34 |
Bars Traded | 4893 | 2565 | 2328 | 4893 | 2565 | 2328 |
Profit Streak | 164.9057 | 167.9057 | 164.9057 | 164.9057 | 167.9057 | 164.9057 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393793 | -42327 | -628526 | -578204 | -468509 | -628526 |
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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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