Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235980.8162 | 364748.3828 | -128767.5665 | -265498.8149 | 1530314.1232 | -1795812.9381 |
Total P&L (%) | 235.9808 | 364.7484 | -128.7676 | -265.4988 | 1530.3141 | -1795.8129 |
Avg Daily Profit (%) | 0.1133 | 0.1751 | -0.0618 | 0 | 0.1341 | 0 |
Buy And Hold Return (%) | 72.5397 | 72.5397 | 72.5397 | 72.5397 | 72.5397 | 72.5397 |
Max Trade Drawdown | -266752 | -106673 | -227842 | -2963313 | -734186 | -3085605 |
Profit Factor | 1.1528 | 1.6215 | 0.8655 | 0.9695 | 1.5493 | 0.6961 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 152 | 75 | 77 | 168 | 91 | 77 |
Losing Trades | 162 | 82 | 80 | 146 | 66 | 80 |
Profitability (%) | 48.4076 | 47.7707 | 49.0446 | 53.5032 | 57.9618 | 49.0446 |
Ratio Avg Win / Avg Loss | 1.2287 | 1.7728 | 0.8992 | 0.8425 | 1.1237 | 0.7233 |
Largest Winning Trade | 93782 | 93782 | 55664 | 548870 | 281929 | 548870 |
Largest Losing Trade | -181939 | -28381 | -181939 | -2045569 | -271625 | -2045569 |
Avg Bars in Trades | 78 | 59 | 98 | 78 | 59 | 98 |
Avg Bars in Winners | 91 | 63 | 118 | 70 | 58 | 85 |
Avg Bars in Losers | 67 | 55 | 78 | 88 | 60 | 111 |
Bars Traded | 24786 | 9314 | 15472 | 24786 | 9314 | 15472 |
Profit Streak | 0 | 0 | 0 | 13.652 | 26.402 | 13.652 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96069 | 308288 | -580882 | -577604 | -9238 | -580281 |
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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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