Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115946.289 | 319263.6023 | -203317.3133 | -96972.6615 | 1267102.1534 | -1364074.8149 |
Total P&L (%) | 115.9463 | 319.2636 | -203.3173 | -96.9727 | 1267.1022 | -1364.0748 |
Avg Daily Profit (%) | 0.0626 | 0.1723 | -0.1097 | -0.1886 | 0.1413 | 0 |
Buy And Hold Return (%) | 75.8616 | 75.8616 | 75.8616 | 75.8616 | 75.8616 | 75.8616 |
Max Trade Drawdown | -325400 | -129517 | -247056 | -3164133 | -2603396 | -1605491 |
Profit Factor | 1.0982 | 1.4623 | 0.5847 | 0.9901 | 1.1972 | 0.598 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 292 | 160 | 132 | 292 | 160 | 132 |
Losing Trades | 87 | 29 | 58 | 87 | 29 | 58 |
Profitability (%) | 77.0449 | 84.6561 | 69.4737 | 77.0449 | 84.6561 | 69.4737 |
Ratio Avg Win / Avg Loss | 0.3272 | 0.265 | 0.2569 | 0.295 | 0.217 | 0.2628 |
Largest Winning Trade | 31043 | 31043 | 8006 | 491091 | 491091 | 234778 |
Largest Losing Trade | -80102 | -80102 | -54857 | -2114041 | -2114041 | -1053928 |
Avg Bars in Trades | 56 | 102 | 10 | 56 | 102 | 10 |
Avg Bars in Winners | 20 | 33 | 3 | 20 | 33 | 3 |
Avg Bars in Losers | 176 | 480 | 24 | 176 | 480 | 24 |
Bars Traded | 21260 | 19350 | 1910 | 21260 | 19350 | 1910 |
Profit Streak | 18.0415 | 0 | 81.4582 | 18.0415 | 0 | 81.4582 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227467 | 353157 | -576077 | -574726 | -4291 | -576077 |
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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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