Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152844.1551 | 330143.6133 | -177299.4582 | -239474.8455 | 680618.4754 | -920093.3209 |
Total P&L (%) | 152.8442 | 330.1436 | -177.2995 | -239.4748 | 680.6185 | -920.0933 |
Avg Daily Profit (%) | 0.0734 | 0.1585 | -0.0851 | 0 | 0.0987 | 0 |
Buy And Hold Return (%) | 50.8696 | 50.8696 | 50.8696 | 50.8696 | 50.8696 | 50.8696 |
Max Trade Drawdown | -404903 | -155703 | -357694 | -1028086 | -291829 | -998776 |
Profit Factor | 1.1069 | 1.5799 | 0.794 | 0.905 | 1.7707 | 0.4383 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 125 | 62 | 63 | 118 | 61 | 57 |
Losing Trades | 111 | 56 | 55 | 118 | 57 | 61 |
Profitability (%) | 52.9661 | 52.5424 | 53.3898 | 50 | 51.6949 | 48.3051 |
Ratio Avg Win / Avg Loss | 0.9829 | 1.427 | 0.6932 | 0.905 | 1.6546 | 0.4691 |
Largest Winning Trade | 79900 | 79900 | 64195 | 331251 | 331251 | 86867 |
Largest Losing Trade | -223339 | -41705 | -223339 | -221761 | -221761 | -219271 |
Avg Bars in Trades | 103 | 89 | 118 | 103 | 89 | 118 |
Avg Bars in Winners | 103 | 84 | 122 | 101 | 92 | 110 |
Avg Bars in Losers | 104 | 95 | 113 | 106 | 86 | 125 |
Bars Traded | 24507 | 10552 | 13955 | 24507 | 10552 | 13955 |
Profit Streak | 0 | 0 | 0 | 82.6676 | 82.6676 | 91.4176 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201067 | 317150 | -580579 | -578040 | -56060 | -580317 |
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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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