Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125625.907 | 421137.4739 | -295511.5669 | -99822.4001 | 17363.9595 | -117186.3596 |
Total P&L (%) | 125.6259 | 421.1375 | -295.5116 | -99.8224 | 17.364 | -117.1864 |
Avg Daily Profit (%) | 0.0646 | 0.2165 | -0.1519 | -0.3251 | 0.0082 | 0 |
Buy And Hold Return (%) | 11.8124 | 11.8124 | 11.8124 | 11.8124 | 11.8124 | 11.8124 |
Max Trade Drawdown | -286656 | -184836 | -333120 | -105289 | -48075 | -103524 |
Profit Factor | 1.0697 | 1.4195 | 0.6294 | 0.6859 | 1.1113 | 0.2759 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Losing Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Profitability (%) | 41.8398 | 42.2619 | 41.4201 | 41.8398 | 42.2619 | 41.4201 |
Ratio Avg Win / Avg Loss | 1.487 | 1.9393 | 0.8901 | 0.9534 | 1.5183 | 0.3902 |
Largest Winning Trade | 546739 | 546739 | 23094 | 36966 | 36966 | 15836 |
Largest Losing Trade | -55996 | -50575 | -55996 | -30436 | -30436 | -21711 |
Avg Bars in Trades | 68 | 97 | 39 | 68 | 97 | 39 |
Avg Bars in Winners | 84 | 113 | 53 | 84 | 113 | 53 |
Avg Bars in Losers | 56 | 84 | 29 | 56 | 84 | 29 |
Bars Traded | 22961 | 16308 | 6653 | 22961 | 16308 | 6653 |
Profit Streak | 0 | 109.2462 | 0 | 0 | 109.2462 | 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 | -251912 | 300831 | -583784 | -582189 | -299675 | -583784 |
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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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