Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -83407.0244 | 176664.4219 | -260071.4463 | -100072.229 | 941502.8959 | -1041575.1249 |
Total P&L (%) | -83.407 | 176.6644 | -260.0714 | -100.0722 | 941.5029 | -1041.5751 |
Avg Daily Profit (%) | -0.0515 | 0.1092 | -0.1607 | 0 | 0.1449 | 0 |
Buy And Hold Return (%) | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 |
Max Trade Drawdown | -446311 | -224403 | -357687 | -880676 | -38084 | -1150909 |
Profit Factor | 0.9512 | 1.2387 | 0.7316 | 0.9501 | 4.9713 | 0.4114 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 178 | 90 | 88 | 162 | 91 | 71 |
Losing Trades | 134 | 66 | 68 | 150 | 65 | 85 |
Profitability (%) | 57.0513 | 57.6923 | 56.4103 | 51.9231 | 58.3333 | 45.5128 |
Ratio Avg Win / Avg Loss | 0.7161 | 0.9084 | 0.5654 | 0.8798 | 3.5509 | 0.4925 |
Largest Winning Trade | 33207 | 33207 | 25163 | 196830 | 196830 | 78563 |
Largest Losing Trade | -105042 | -72747 | -105042 | -829365 | -23432 | -829365 |
Avg Bars in Trades | 60 | 70 | 51 | 60 | 70 | 51 |
Avg Bars in Winners | 37 | 34 | 41 | 74 | 89 | 55 |
Avg Bars in Losers | 90 | 119 | 63 | 45 | 42 | 47 |
Bars Traded | 18925 | 10947 | 7978 | 18925 | 10947 | 7978 |
Profit Streak | 480.9037 | 0 | 492.237 | 0 | 500.3204 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577647 | -47922 | -578724 | -578897 | 393309 | -582261 |
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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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