Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72936.5412 | 175429.377 | -102492.8357 | -54936.1857 | 914423.5221 | -969359.7079 |
Total P&L (%) | 72.9365 | 175.4294 | -102.4928 | -54.9362 | 914.4235 | -969.3597 |
Avg Daily Profit (%) | 0.0823 | 0.1979 | -0.1156 | -0.0899 | 0.2616 | 0 |
Buy And Hold Return (%) | 216.2492 | 216.2492 | 216.2492 | 216.2492 | 216.2492 | 216.2492 |
Max Trade Drawdown | -296369 | -130452 | -252099 | -1299116 | -343119 | -1495813 |
Profit Factor | 1.0662 | 1.4052 | 0.8466 | 0.9869 | 1.6367 | 0.6476 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Losing Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Profitability (%) | 52.9231 | 54.321 | 51.5337 | 52.9231 | 54.321 | 51.5337 |
Ratio Avg Win / Avg Loss | 0.9485 | 1.1817 | 0.7962 | 0.8779 | 1.3763 | 0.609 |
Largest Winning Trade | 31385 | 28304 | 31385 | 213010 | 212916 | 213010 |
Largest Losing Trade | -41998 | -19900 | -41998 | -293977 | -117724 | -293977 |
Avg Bars in Trades | 15 | 12 | 19 | 15 | 12 | 19 |
Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 5173 | 2052 | 3121 | 5173 | 2052 | 3121 |
Profit Streak | 0 | 10.3432 | 0 | 0 | 10.3432 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -395870 | -155661 | -580003 | -578421 | 371523 | -580003 |
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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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