Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29169.3467 | 145813.9803 | -116644.6336 | -66728.8477 | 1151418.2554 | -1218147.1032 |
Total P&L (%) | 29.1693 | 145.814 | -116.6446 | -66.7288 | 1151.4183 | -1218.1471 |
Avg Daily Profit (%) | 0.033 | 0.1652 | -0.1322 | -0.1246 | 0.2867 | 0 |
Buy And Hold Return (%) | 244.1922 | 244.1922 | 244.1922 | 244.1922 | 244.1922 | 244.1922 |
Max Trade Drawdown | -342064 | -130412 | -269216 | -1720452 | -339702 | -1867278 |
Profit Factor | 1.0254 | 1.3222 | 0.8321 | 0.9875 | 1.6405 | 0.6554 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Losing Trades | 172 | 84 | 88 | 172 | 84 | 88 |
Profitability (%) | 50.8571 | 52 | 49.7143 | 50.8571 | 52 | 49.7143 |
Ratio Avg Win / Avg Loss | 0.9909 | 1.2205 | 0.8417 | 0.9542 | 1.5143 | 0.663 |
Largest Winning Trade | 29599 | 23479 | 29599 | 233208 | 220442 | 233208 |
Largest Losing Trade | -40304 | -15287 | -40304 | -350152 | -115354 | -350152 |
Avg Bars in Trades | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Winners | 14 | 10 | 18 | 14 | 10 | 18 |
Avg Bars in Losers | 14 | 12 | 17 | 14 | 12 | 17 |
Bars Traded | 5125 | 2024 | 3101 | 5125 | 2024 | 3101 |
Profit Streak | 0.6901 | 6.0235 | 0 | 0.6901 | 6.0235 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -509797 | -156639 | -580250 | -581823 | 428175 | -580250 |
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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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