Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148312.7505 | 180840.1763 | -32527.4258 | -43674.4158 | -14384.4443 | -29289.9715 |
Total P&L (%) | 148.3128 | 180.8402 | -32.5274 | -43.6744 | -14.3844 | -29.29 |
Avg Daily Profit (%) | 0.1424 | 0.1736 | -0.0312 | -0.0551 | -0.0149 | -0.0333 |
Buy And Hold Return (%) | 16.2264 | 16.2264 | 16.2264 | 16.2264 | 16.2264 | 16.2264 |
Max Trade Drawdown | -137871 | -123338 | -31607 | -128014 | -114066 | -28166 |
Profit Factor | 1.2177 | 1.2912 | 0.4583 | 0.91 | 0.9673 | 0.3503 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Losing Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Profitability (%) | 48.8263 | 51.8868 | 45.7944 | 48.8263 | 51.8868 | 45.7944 |
Ratio Avg Win / Avg Loss | 1.2763 | 1.1973 | 0.5425 | 0.9537 | 0.897 | 0.4147 |
Largest Winning Trade | 135926 | 135926 | 3322 | 43364 | 43364 | 1409 |
Largest Losing Trade | -41090 | -41090 | -5155 | -30022 | -30022 | -7704 |
Avg Bars in Trades | 116 | 232 | 1 | 116 | 232 | 1 |
Avg Bars in Winners | 92 | 174 | 1 | 92 | 174 | 1 |
Avg Bars in Losers | 138 | 294 | 1 | 138 | 294 | 1 |
Bars Traded | 24718 | 24602 | 115 | 24718 | 24602 | 115 |
Profit Streak | 10.2134 | 12.9217 | 10.2134 | 10.2134 | 12.9217 | 10.2134 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1625 | 305244 | -581468 | -579018 | -579724 | -581468 |
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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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