Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217444.3277 | 285236.3869 | -67792.0591 | -25467.8883 | 186274.6693 | -211742.5576 |
Total P&L (%) | 217.4443 | 285.2364 | -67.7921 | -25.4679 | 186.2747 | -211.7426 |
Avg Daily Profit (%) | 0.1169 | 0.1534 | -0.0365 | -0.0158 | 0.0566 | 0 |
Buy And Hold Return (%) | 49.3561 | 49.3561 | 49.3561 | 49.3561 | 49.3561 | 49.3561 |
Max Trade Drawdown | -165709 | -50383 | -215854 | -171223 | -37635 | -209181 |
Profit Factor | 1.299 | 2.9008 | 0.8826 | 0.9604 | 2.549 | 0.5956 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 90 | 53 | 37 | 90 | 53 | 37 |
Losing Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Profitability (%) | 52.6316 | 61.6279 | 43.5294 | 52.6316 | 61.6279 | 43.5294 |
Ratio Avg Win / Avg Loss | 1.1691 | 1.8061 | 1.1449 | 0.8644 | 1.5871 | 0.7727 |
Largest Winning Trade | 133779 | 133779 | 66694 | 77716 | 77716 | 54053 |
Largest Losing Trade | -60168 | -17798 | -60168 | -76173 | -27410 | -76173 |
Avg Bars in Trades | 59 | 13 | 106 | 59 | 13 | 106 |
Avg Bars in Winners | 91 | 14 | 201 | 91 | 14 | 201 |
Avg Bars in Losers | 24 | 10 | 33 | 24 | 10 | 33 |
Bars Traded | 10209 | 1121 | 9088 | 10209 | 1121 | 9088 |
Profit Streak | 0 | 0 | 76.9753 | 0 | 0 | 76.9753 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37465 | 492693 | -581396 | -579541 | -113205 | -583063 |
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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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