Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116875.9363 | 224328.7994 | -107452.863 | -81928.6201 | 16134.6288 | -98063.2489 |
Total P&L (%) | 116.8759 | 224.3288 | -107.4529 | -81.9286 | 16.1346 | -98.0632 |
Avg Daily Profit (%) | 0.0828 | 0.1589 | -0.0761 | -0.1211 | 0.0106 | -0.279 |
Buy And Hold Return (%) | 11.0849 | 11.0849 | 11.0849 | 11.0849 | 11.0849 | 11.0849 |
Max Trade Drawdown | -144122 | -110064 | -146372 | -112662 | -77949 | -88303 |
Profit Factor | 1.0906 | 1.3739 | 0.8443 | 0.8747 | 1.0533 | 0.7205 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Profitability (%) | 54.2857 | 54.918 | 53.6585 | 54.2857 | 54.918 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.9184 | 1.1278 | 0.7292 | 0.7366 | 0.8646 | 0.6222 |
Largest Winning Trade | 57553 | 57553 | 34084 | 21577 | 21577 | 19221 |
Largest Losing Trade | -49766 | -48324 | -49766 | -34572 | -30138 | -34572 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 8348 | 4155 | 4193 | 8348 | 4155 | 4193 |
Profit Streak | 483.0894 | 483.0894 | 500.0894 | 483.0894 | 483.0894 | 500.0894 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201809 | 316686 | -579195 | -577603 | -365336 | -579195 |
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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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