Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8681.7319 | 308645.7885 | -299964.0566 | -100756.7522 | 1460941.0381 | -1561697.7903 |
Total P&L (%) | 8.6817 | 308.6458 | -299.9641 | -100.7568 | 1460.941 | -1561.6978 |
Avg Daily Profit (%) | 0.0047 | 0.1672 | -0.1625 | 0 | 0.149 | 0 |
Buy And Hold Return (%) | 169.9235 | 169.9235 | 169.9235 | 169.9235 | 169.9235 | 169.9235 |
Max Trade Drawdown | -348794 | -175685 | -347511 | -1535243 | -734840 | -1645414 |
Profit Factor | 1.0063 | 1.4724 | 0.5864 | 0.9726 | 2.1592 | 0.3535 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 148 | 73 | 75 | 138 | 76 | 62 |
Losing Trades | 102 | 52 | 50 | 112 | 49 | 63 |
Profitability (%) | 59.2 | 58.4 | 60 | 55.2 | 60.8 | 49.6 |
Ratio Avg Win / Avg Loss | 0.6935 | 1.0488 | 0.391 | 0.7893 | 1.3921 | 0.3592 |
Largest Winning Trade | 61477 | 61477 | 15787 | 337412 | 337412 | 102192 |
Largest Losing Trade | -143382 | -79512 | -143382 | -668912 | -668912 | -558872 |
Avg Bars in Trades | 87 | 128 | 46 | 87 | 128 | 46 |
Avg Bars in Winners | 51 | 70 | 33 | 80 | 112 | 40 |
Avg Bars in Losers | 139 | 210 | 66 | 96 | 154 | 52 |
Bars Traded | 21914 | 16094 | 5820 | 21914 | 16094 | 5820 |
Profit Streak | 5.5769 | 0 | 8.6602 | 0 | 9.8269 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -564375 | 44332 | -578583 | -578795 | 414736 | -581155 |
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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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