Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236051.1169 | 393540.8201 | -157489.7032 | -93248.2534 | 280826.9149 | -374075.1682 |
Total P&L (%) | 236.0511 | 393.5408 | -157.4897 | -93.2483 | 280.8269 | -374.0752 |
Avg Daily Profit (%) | 0.1041 | 0.1736 | -0.0695 | -0.1188 | 0.059 | 0 |
Buy And Hold Return (%) | 127.0833 | 127.0833 | 127.0833 | 127.0833 | 127.0833 | 127.0833 |
Max Trade Drawdown | -175381 | -134200 | -190486 | -250525 | -109657 | -381516 |
Profit Factor | 1.1759 | 1.5532 | 0.7504 | 0.8982 | 1.8889 | 0.3767 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 250 | 131 | 119 | 250 | 131 | 119 |
Losing Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Profitability (%) | 76.9231 | 80.8642 | 73.0061 | 76.9231 | 80.8642 | 73.0061 |
Ratio Avg Win / Avg Loss | 0.3528 | 0.3675 | 0.2775 | 0.2695 | 0.447 | 0.1393 |
Largest Winning Trade | 55913 | 55913 | 21744 | 46781 | 46781 | 28984 |
Largest Losing Trade | -84520 | -67639 | -84520 | -174863 | -81083 | -174863 |
Avg Bars in Trades | 40 | 67 | 12 | 40 | 67 | 12 |
Avg Bars in Winners | 16 | 25 | 6 | 16 | 25 | 6 |
Avg Bars in Losers | 118 | 244 | 29 | 118 | 244 | 29 |
Bars Traded | 13001 | 10969 | 2033 | 13001 | 10969 | 2033 |
Profit Streak | 24.2428 | 0 | 75.5762 | 24.2428 | 0 | 75.5762 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84857 | 319617 | -575847 | -575044 | -114287 | -575847 |
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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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