Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195993.9763 | 304168.553 | -108174.5767 | -650989.4288 | -64524.4388 | -586464.9901 |
Total P&L (%) | 195.994 | 304.1686 | -108.1746 | -650.9894 | -64.5244 | -586.465 |
Avg Daily Profit (%) | 0.1069 | 0.1659 | -0.059 | 0 | -0.0565 | 0 |
Buy And Hold Return (%) | 131.7871 | 131.7871 | 131.7871 | 131.7871 | 131.7871 | 131.7871 |
Max Trade Drawdown | -236745 | -72250 | -252984 | -2562898 | -960834 | -2050029 |
Profit Factor | 1.186 | 1.77 | 0.8357 | 0.9293 | 0.9854 | 0.8777 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 236 | 120 | 116 | 64 | 33 | 31 |
Losing Trades | 58 | 27 | 31 | 230 | 114 | 116 |
Profitability (%) | 80.2721 | 81.6327 | 78.9116 | 21.7687 | 22.449 | 21.0884 |
Ratio Avg Win / Avg Loss | 0.2915 | 0.3982 | 0.2233 | 3.3395 | 3.404 | 3.2843 |
Largest Winning Trade | 55223 | 55223 | 23167 | 968468 | 968468 | 791562 |
Largest Losing Trade | -208700 | -48298 | -208700 | -356377 | -356377 | -226983 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 10 | 8 | 12 | 65 | 70 | 59 |
Avg Bars in Losers | 74 | 84 | 66 | 11 | 9 | 14 |
Bars Traded | 6874 | 3346 | 3528 | 6874 | 3346 | 3528 |
Profit Streak | 57.898 | 165.648 | 57.898 | 0 | 0 | 0 |
Trades During Streak | 8 | 15 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74724 | 330536 | -575182 | -620241 | -618945 | -624942 |
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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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