Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224466.7126 | 231341.4757 | -6874.7632 | 77754.8218 | 579292.8745 | -501538.0526 |
Total P&L (%) | 224.4667 | 231.3415 | -6.8748 | 77.7548 | 579.2929 | -501.5381 |
Avg Daily Profit (%) | 0.2565 | 0.2643 | -0.0079 | 0.0658 | 0.2192 | 0 |
Buy And Hold Return (%) | 201.7491 | 201.7491 | 201.7491 | 201.7491 | 201.7491 | 201.7491 |
Max Trade Drawdown | -137783 | -36943 | -174018 | -727153 | -55054 | -871138 |
Profit Factor | 1.3836 | 2.2893 | 0.9831 | 1.0469 | 2.6561 | 0.6162 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 53.3679 | 52.5773 | 54.1667 | 53.3679 | 52.5773 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.209 | 2.0649 | 0.8318 | 0.9148 | 2.3957 | 0.5214 |
Largest Winning Trade | 33439 | 33439 | 27891 | 125295 | 101493 | 125295 |
Largest Losing Trade | -66048 | -23824 | -66048 | -526651 | -33416 | -526651 |
Avg Bars in Trades | 53 | 46 | 59 | 53 | 46 | 59 |
Avg Bars in Winners | 52 | 47 | 56 | 52 | 47 | 56 |
Avg Bars in Losers | 54 | 45 | 63 | 54 | 45 | 63 |
Bars Traded | 10252 | 4510 | 5742 | 10252 | 4510 | 5742 |
Profit Streak | 8.5227 | 26.3561 | 8.5227 | 8.5227 | 26.3561 | 8.5227 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119046 | -106111 | -579864 | -438481 | 415634 | -579864 |
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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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