Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25638.7735 | 285489.0196 | -259850.2461 | -104269.2922 | 2415023.8499 | -2519293.1421 |
Total P&L (%) | 25.6388 | 285.489 | -259.8502 | -104.2693 | 2415.0239 | -2519.2931 |
Avg Daily Profit (%) | 0.0138 | 0.154 | -0.1401 | 0 | 0.1741 | 0 |
Buy And Hold Return (%) | 109.8168 | 109.8168 | 109.8168 | 109.8168 | 109.8168 | 109.8168 |
Max Trade Drawdown | -517879 | -219430 | -381641 | -3165586 | -1208383 | -2650713 |
Profit Factor | 1.0175 | 1.3882 | 0.6457 | 0.9831 | 2.0481 | 0.3486 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 200 | 103 | 97 | 178 | 98 | 80 |
Losing Trades | 149 | 71 | 78 | 171 | 76 | 95 |
Profitability (%) | 57.3066 | 59.1954 | 55.4286 | 51.0029 | 56.3218 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.758 | 0.9569 | 0.5192 | 0.9444 | 1.5883 | 0.414 |
Largest Winning Trade | 66273 | 66273 | 30425 | 969184 | 969184 | 304655 |
Largest Losing Trade | -148140 | -78986 | -148140 | -1131213 | -1104992 | -1131213 |
Avg Bars in Trades | 62 | 86 | 38 | 62 | 86 | 38 |
Avg Bars in Winners | 37 | 50 | 24 | 48 | 64 | 28 |
Avg Bars in Losers | 95 | 138 | 56 | 77 | 114 | 47 |
Bars Traded | 21826 | 15028 | 6798 | 21826 | 15028 | 6798 |
Profit Streak | 8.6547 | 0 | 17.8214 | 0 | 19.6547 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -539699 | 153530 | -578646 | -578823 | 516783 | -582083 |
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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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