Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253421.5309 | 320761.6773 | -67340.1464 | -55352.0777 | 4816.0333 | -60168.111 |
Total P&L (%) | 253.4215 | 320.7617 | -67.3401 | -55.3521 | 4.816 | -60.1681 |
Avg Daily Profit (%) | 0.1795 | 0.2272 | -0.0477 | -0.0571 | 0.0033 | -0.0652 |
Buy And Hold Return (%) | 24.5525 | 24.5525 | 24.5525 | 24.5525 | 24.5525 | 24.5525 |
Max Trade Drawdown | -146160 | -137331 | -69762 | -123568 | -107918 | -48434 |
Profit Factor | 1.3773 | 1.6973 | 0.6819 | 0.8394 | 1.0206 | 0.4584 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 49.635 | 47.0588 | 52.1739 | 49.635 | 47.0588 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.3975 | 1.9095 | 0.6251 | 0.8517 | 1.1482 | 0.4202 |
Largest Winning Trade | 201465 | 201465 | 11849 | 87317 | 87317 | 5418 |
Largest Losing Trade | -55284 | -55284 | -28532 | -52779 | -52779 | -28532 |
Avg Bars in Trades | 60 | 112 | 9 | 60 | 112 | 9 |
Avg Bars in Winners | 63 | 124 | 8 | 63 | 124 | 8 |
Avg Bars in Losers | 58 | 102 | 9 | 58 | 102 | 9 |
Bars Traded | 8303 | 7665 | 638 | 8303 | 7665 | 638 |
Profit Streak | 476.6117 | 0 | 538.945 | 476.6117 | 0 | 538.945 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317064 | -99532 | -680563 | -579972 | -662586 | -680563 |
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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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