Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252306.9996 | 312299.5057 | -59992.5061 | -63322.1117 | 45628.0959 | -108950.2076 |
Total P&L (%) | 252.307 | 312.2995 | -59.9925 | -63.3221 | 45.6281 | -108.9502 |
Avg Daily Profit (%) | 0.1787 | 0.2212 | -0.0425 | -0.071 | 0.0266 | 0 |
Buy And Hold Return (%) | 73.5544 | 73.5544 | 73.5544 | 73.5544 | 73.5544 | 73.5544 |
Max Trade Drawdown | -132780 | -109403 | -154824 | -134824 | -58940 | -160614 |
Profit Factor | 1.2367 | 1.5966 | 0.8894 | 0.8551 | 1.2434 | 0.5637 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 49.2147 | 50.5263 | 47.9167 | 49.2147 | 50.5263 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.2762 | 1.5633 | 0.9667 | 0.8824 | 1.2175 | 0.6127 |
Largest Winning Trade | 179862 | 179862 | 56960 | 37439 | 37439 | 17706 |
Largest Losing Trade | -59220 | -41860 | -59220 | -43525 | -32930 | -43525 |
Avg Bars in Trades | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Winners | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Losers | 20 | 26 | 14 | 20 | 26 | 14 |
Bars Traded | 3990 | 2255 | 1735 | 3990 | 2255 | 1735 |
Profit Streak | 482.3194 | 482.3194 | 508.3194 | 482.3194 | 482.3194 | 508.3194 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241795 | 339681 | -580648 | -578468 | -322717 | -580648 |
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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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