Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373810.7948 | 466367.0428 | -92556.248 | -84610.2985 | 213203.4725 | -297813.771 |
Total P&L (%) | 373.8108 | 466.367 | -92.5562 | -84.6103 | 213.2035 | -297.8138 |
Avg Daily Profit (%) | 0.1794 | 0.2239 | -0.0444 | -0.0898 | 0.0548 | 0 |
Buy And Hold Return (%) | 97.4903 | 97.4903 | 97.4903 | 97.4903 | 97.4903 | 97.4903 |
Max Trade Drawdown | -200111 | -158112 | -183929 | -2123340 | -2219081 | -1103858 |
Profit Factor | 1.3384 | 1.6409 | 0.7545 | 0.9831 | 1.0597 | 0.7934 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 70.6897 | 72.4138 | 68.9655 | 70.6897 | 72.4138 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.5549 | 0.6251 | 0.3395 | 0.4076 | 0.4037 | 0.357 |
Largest Winning Trade | 71791 | 71791 | 16432 | 460297 | 460297 | 98637 |
Largest Losing Trade | -85743 | -85743 | -68454 | -1071860 | -1071860 | -537851 |
Avg Bars in Trades | 142 | 264 | 20 | 142 | 264 | 20 |
Avg Bars in Winners | 55 | 96 | 11 | 55 | 96 | 11 |
Avg Bars in Losers | 353 | 703 | 41 | 353 | 703 | 41 |
Bars Traded | 24778 | 22985 | 1793 | 24778 | 22985 | 1793 |
Profit Streak | 0 | 0 | 80.2387 | 0 | 0 | 80.2387 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263553 | 341661 | -577527 | -577184 | -278996 | -577527 |
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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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