Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190811.9212 | 233007.3516 | -42195.4304 | -63651.8407 | 171.3016 | -63823.1423 |
Total P&L (%) | 190.8119 | 233.0074 | -42.1954 | -63.6518 | 0.1713 | -63.8231 |
Avg Daily Profit (%) | 0.1351 | 0.165 | -0.0299 | -0.0716 | 0.0001 | -0.072 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -210656 | -75627 | -226286 | -215613 | -70503 | -189350 |
Profit Factor | 1.176 | 1.481 | 0.9297 | 0.917 | 1.0005 | 0.8469 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 54.9223 | 55.6701 | 54.1667 | 54.9223 | 55.6701 | 54.1667 |
Ratio Avg Win / Avg Loss | 0.9652 | 1.1793 | 0.7866 | 0.7526 | 0.7967 | 0.7166 |
Largest Winning Trade | 67436 | 67436 | 41347 | 64167 | 33545 | 64167 |
Largest Losing Trade | -59050 | -51150 | -59050 | -47852 | -38393 | -47852 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 2808 | 1409 | 1399 | 2808 | 1409 | 1399 |
Profit Streak | 0 | 0 | 502.754 | 0 | 0 | 502.754 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39381 | 332244 | -579297 | -578851 | -579360 | -579297 |
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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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