Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217805.0946 | 309280.4361 | -91475.3415 | -321120.4792 | 218022.5874 | -539143.0666 |
Total P&L (%) | 217.8051 | 309.2804 | -91.4753 | -321.1205 | 218.0226 | -539.1431 |
Avg Daily Profit (%) | 0.1128 | 0.1602 | -0.0474 | 0 | 0.0599 | 0 |
Buy And Hold Return (%) | 15.5591 | 15.5591 | 15.5591 | 15.5591 | 15.5591 | 15.5591 |
Max Trade Drawdown | -337524 | -138498 | -288532 | -1074773 | -291287 | -816197 |
Profit Factor | 1.1463 | 1.5381 | 0.8999 | 0.884 | 1.239 | 0.7094 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 158 | 75 | 83 | 167 | 90 | 77 |
Losing Trades | 159 | 84 | 75 | 150 | 69 | 81 |
Profitability (%) | 49.8423 | 47.1698 | 52.5316 | 52.6814 | 56.6038 | 48.7342 |
Ratio Avg Win / Avg Loss | 1.1536 | 1.7227 | 0.8132 | 0.794 | 0.9499 | 0.7463 |
Largest Winning Trade | 79461 | 79461 | 46393 | 346048 | 101326 | 346048 |
Largest Losing Trade | -207262 | -20927 | -207262 | -759373 | -210321 | -759373 |
Avg Bars in Trades | 23 | 13 | 34 | 23 | 13 | 34 |
Avg Bars in Winners | 26 | 13 | 38 | 21 | 15 | 29 |
Avg Bars in Losers | 21 | 14 | 29 | 26 | 11 | 38 |
Bars Traded | 7605 | 2210 | 5395 | 7605 | 2210 | 5395 |
Profit Streak | 0 | 0 | 21.602 | 5.102 | 42.102 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100091 | 337889 | -579627 | -577779 | -111918 | -580997 |
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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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