Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133890.3468 | 214835.3457 | -80944.9989 | -67928.0818 | 67437.1023 | -135365.184 |
Total P&L (%) | 133.8903 | 214.8353 | -80.945 | -67.9281 | 67.4371 | -135.3652 |
Avg Daily Profit (%) | 0.1071 | 0.1719 | -0.0648 | -0.0909 | 0.0412 | 0 |
Buy And Hold Return (%) | 14.6507 | 14.6507 | 14.6507 | 14.6507 | 14.6507 | 14.6507 |
Max Trade Drawdown | -204123 | -98326 | -131846 | -597524 | -378094 | -272822 |
Profit Factor | 1.1475 | 1.4733 | 0.8217 | 0.9733 | 1.0489 | 0.8835 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 52.0468 | 50.5882 | 53.4884 | 52.0468 | 50.5882 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.0572 | 1.4391 | 0.7145 | 0.8967 | 1.0245 | 0.7682 |
Largest Winning Trade | 158372 | 158372 | 24594 | 190128 | 190128 | 104430 |
Largest Losing Trade | -56778 | -24421 | -56778 | -168125 | -117619 | -168125 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 2419 | 1227 | 1192 | 2419 | 1227 | 1192 |
Profit Streak | 0 | 37.4233 | 0 | 0 | 37.4233 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106837 | 343448 | -580372 | -579339 | -305212 | -580372 |
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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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