Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296673.3948 | 322243.035 | -25569.6402 | 2218.0566 | 57177.0931 | -54959.0365 |
Total P&L (%) | 296.6734 | 322.243 | -25.5696 | 2.2181 | 57.1771 | -54.959 |
Avg Daily Profit (%) | 0.21 | 0.2281 | -0.0181 | 0.0016 | 0.032 | -0.0565 |
Buy And Hold Return (%) | 21.4158 | 21.4158 | 21.4158 | 21.4158 | 21.4158 | 21.4158 |
Max Trade Drawdown | -118899 | -81067 | -123521 | -82442 | -56427 | -84868 |
Profit Factor | 1.3872 | 1.8072 | 0.9303 | 1.0048 | 1.2273 | 0.7412 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 49.6183 | 44.6154 | 54.5455 | 49.6183 | 44.6154 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4086 | 2.2435 | 0.7753 | 1.0202 | 1.5235 | 0.6176 |
Largest Winning Trade | 164562 | 164562 | 59272 | 83260 | 83260 | 20768 |
Largest Losing Trade | -36659 | -28861 | -36659 | -23148 | -21214 | -23148 |
Avg Bars in Trades | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Winners | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 2614 | 1431 | 1183 | 2614 | 1431 | 1183 |
Profit Streak | 475.6547 | 0 | 493.1547 | 475.6547 | 0 | 493.1547 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337850 | -122484 | -703130 | -570720 | -286542 | -703130 |
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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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