Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433001.5844 | 519127.2081 | -86125.6237 | -69430.9251 | 229364.5736 | -298795.4987 |
Total P&L (%) | 433.0016 | 519.1272 | -86.1256 | -69.4309 | 229.3646 | -298.7955 |
Avg Daily Profit (%) | 0.2078 | 0.2492 | -0.0413 | -0.0569 | 0.0572 | 0 |
Buy And Hold Return (%) | 106.6116 | 106.6116 | 106.6116 | 106.6116 | 106.6116 | 106.6116 |
Max Trade Drawdown | -280610 | -254684 | -125610 | -4021833 | -4260273 | -928629 |
Profit Factor | 1.2862 | 1.454 | 0.767 | 0.9938 | 1.0255 | 0.8646 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 201 | 106 | 95 | 201 | 106 | 95 |
Losing Trades | 174 | 81 | 93 | 174 | 81 | 93 |
Profitability (%) | 53.6 | 56.6845 | 50.5319 | 53.6 | 56.6845 | 50.5319 |
Ratio Avg Win / Avg Loss | 1.1134 | 1.1111 | 0.7508 | 0.8603 | 0.7836 | 0.8464 |
Largest Winning Trade | 261540 | 261540 | 7783 | 1628700 | 1628700 | 224364 |
Largest Losing Trade | -62551 | -62551 | -16229 | -1727792 | -1727792 | -365395 |
Avg Bars in Trades | 65 | 124 | 6 | 65 | 124 | 6 |
Avg Bars in Winners | 48 | 85 | 6 | 48 | 85 | 6 |
Avg Bars in Losers | 85 | 175 | 7 | 85 | 175 | 7 |
Bars Traded | 24516 | 23221 | 1296 | 24516 | 23221 | 1296 |
Profit Streak | 21.3639 | 0 | 81.0305 | 21.3639 | 0 | 81.0305 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305926 | 335659 | -579039 | -577800 | -315255 | -579039 |
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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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