Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276248.704 | 362748.2789 | -86499.5749 | -102556.8393 | 1404661.0491 | -1507217.8885 |
Total P&L (%) | 276.2487 | 362.7483 | -86.4996 | -102.5568 | 1404.661 | -1507.2179 |
Avg Daily Profit (%) | 0.1707 | 0.2242 | -0.0535 | 0 | 0.1677 | 0 |
Buy And Hold Return (%) | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 |
Max Trade Drawdown | -237858 | -172251 | -198047 | -1175805 | -467850 | -1561810 |
Profit Factor | 1.2312 | 1.6424 | 0.8627 | 0.9734 | 2.2606 | 0.4508 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 98 | 45 | 53 | 108 | 57 | 51 |
Losing Trades | 108 | 58 | 50 | 98 | 46 | 52 |
Profitability (%) | 47.5728 | 43.6893 | 51.4563 | 52.4272 | 55.3398 | 49.5146 |
Ratio Avg Win / Avg Loss | 1.3569 | 2.1169 | 0.8139 | 0.8833 | 1.8244 | 0.4597 |
Largest Winning Trade | 86458 | 86458 | 47993 | 384482 | 384482 | 234406 |
Largest Losing Trade | -102393 | -70867 | -102393 | -677732 | -112321 | -677732 |
Avg Bars in Trades | 92 | 99 | 85 | 92 | 99 | 85 |
Avg Bars in Winners | 95 | 102 | 89 | 87 | 102 | 71 |
Avg Bars in Losers | 90 | 97 | 81 | 98 | 96 | 100 |
Bars Traded | 19120 | 10263 | 8857 | 19120 | 10263 | 8857 |
Profit Streak | 480.3711 | 0 | 497.4544 | 0 | 566.9544 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279122 | 295347 | -579908 | -579384 | 499631 | -581246 |
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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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