Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239472.0191 | 381474.0725 | -142002.0534 | -564634.6032 | 933827.5832 | -1498462.1864 |
Total P&L (%) | 239.472 | 381.4741 | -142.0021 | -564.6346 | 933.8276 | -1498.4622 |
Avg Daily Profit (%) | 0.1149 | 0.1831 | -0.0682 | 0 | 0.1122 | 0 |
Buy And Hold Return (%) | 96 | 96 | 96 | 96 | 96 | 96 |
Max Trade Drawdown | -331823 | -148206 | -344922 | -2080864 | -641715 | -2146351 |
Profit Factor | 1.1465 | 1.5671 | 0.8524 | 0.9201 | 1.341 | 0.6536 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 158 | 82 | 76 | 163 | 90 | 73 |
Losing Trades | 169 | 82 | 87 | 164 | 74 | 90 |
Profitability (%) | 48.318 | 50 | 46.6258 | 49.8471 | 54.878 | 44.7853 |
Ratio Avg Win / Avg Loss | 1.2263 | 1.5671 | 0.9758 | 0.9257 | 1.1026 | 0.8058 |
Largest Winning Trade | 92034 | 92034 | 44772 | 347657 | 347657 | 251434 |
Largest Losing Trade | -227633 | -29402 | -227633 | -761929 | -408715 | -761929 |
Avg Bars in Trades | 75 | 66 | 84 | 75 | 66 | 84 |
Avg Bars in Winners | 78 | 70 | 87 | 73 | 64 | 84 |
Avg Bars in Losers | 72 | 63 | 81 | 77 | 69 | 84 |
Bars Traded | 24725 | 10962 | 13763 | 24725 | 10962 | 13763 |
Profit Streak | 0 | 0 | 22.0696 | 11.4863 | 14.9029 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101481 | 301025 | -581242 | -578495 | -40953 | -582507 |
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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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