Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7193.638 | 254896.7301 | -247703.0921 | -98117.7884 | 98761.4127 | -196879.201 |
Total P&L (%) | 7.1936 | 254.8967 | -247.7031 | -98.1178 | 98.7614 | -196.8792 |
Avg Daily Profit (%) | 0.0044 | 0.1575 | -0.1531 | -0.2452 | 0.0425 | 0 |
Buy And Hold Return (%) | 21.0076 | 21.0076 | 21.0076 | 21.0076 | 21.0076 | 21.0076 |
Max Trade Drawdown | -175173 | -99762 | -369842 | -166574 | -37138 | -229727 |
Profit Factor | 1.0046 | 1.4095 | 0.7373 | 0.8128 | 1.5398 | 0.4232 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Losing Trades | 213 | 102 | 111 | 213 | 102 | 111 |
Profitability (%) | 44.0945 | 46.5969 | 41.5789 | 44.0945 | 46.5969 | 41.5789 |
Ratio Avg Win / Avg Loss | 1.2737 | 1.6154 | 1.0359 | 1.0306 | 1.7647 | 0.5946 |
Largest Winning Trade | 78183 | 70372 | 78183 | 36865 | 34409 | 36865 |
Largest Losing Trade | -65592 | -36021 | -65592 | -83888 | -21562 | -83888 |
Avg Bars in Trades | 49 | 26 | 72 | 49 | 26 | 72 |
Avg Bars in Winners | 68 | 26 | 116 | 68 | 26 | 116 |
Avg Bars in Losers | 34 | 27 | 40 | 34 | 27 | 40 |
Bars Traded | 18877 | 5153 | 13724 | 18877 | 5153 | 13724 |
Profit Streak | 489.6018 | 490.6018 | 0 | 489.6018 | 490.6018 | 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 | -567848 | 327806 | -581946 | -578831 | -135141 | -583613 |
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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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