Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -93055.2718 | 211061.3486 | -304116.6203 | -110689.1021 | 1787863.8305 | -1898552.9326 |
Total P&L (%) | -93.0553 | 211.0613 | -304.1166 | -110.6891 | 1787.8638 | -1898.5529 |
Avg Daily Profit (%) | -0.0495 | 0.1122 | -0.1617 | 0 | 0.1564 | 0 |
Buy And Hold Return (%) | 192.4877 | 192.4877 | 192.4877 | 192.4877 | 192.4877 | 192.4877 |
Max Trade Drawdown | -475109 | -231722 | -336468 | -2961449 | -939454 | -2256996 |
Profit Factor | 0.9398 | 1.2367 | 0.5341 | 0.9809 | 1.6782 | 0.398 |
Total Trades | 413 | 206 | 207 | 413 | 206 | 207 |
Winning Trades | 218 | 119 | 99 | 214 | 99 | 115 |
Losing Trades | 195 | 87 | 108 | 199 | 107 | 92 |
Profitability (%) | 52.7845 | 57.767 | 47.8261 | 51.816 | 48.0583 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.8406 | 0.9041 | 0.5826 | 0.9121 | 1.8138 | 0.3184 |
Largest Winning Trade | 47653 | 47653 | 21387 | 509920 | 509920 | 160487 |
Largest Losing Trade | -195204 | -66377 | -195204 | -1983014 | -541418 | -1983014 |
Avg Bars in Trades | 53 | 98 | 8 | 53 | 98 | 8 |
Avg Bars in Winners | 34 | 54 | 9 | 69 | 140 | 8 |
Avg Bars in Losers | 75 | 159 | 8 | 36 | 59 | 8 |
Bars Traded | 22195 | 20367 | 1828 | 22195 | 20367 | 1828 |
Profit Streak | 14.9928 | 0 | 20.4095 | 0 | 16.4928 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577671 | -179348 | -579757 | -578383 | 402694 | -579252 |
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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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