Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250003.8611 | 250206.4459 | -202.5849 | -54517.705 | 82214.9904 | -136732.6954 |
Total P&L (%) | 250.0039 | 250.2064 | -0.2026 | -54.5177 | 82.215 | -136.7327 |
Avg Daily Profit (%) | 0.2048 | 0.205 | -0.0002 | -0.0645 | 0.0492 | 0 |
Buy And Hold Return (%) | 44.7582 | 44.7582 | 44.7582 | 44.7582 | 44.7582 | 44.7582 |
Max Trade Drawdown | -150977 | -72242 | -170379 | -180079 | -21392 | -183309 |
Profit Factor | 1.2586 | 1.6058 | 0.9996 | 0.8512 | 1.7807 | 0.4764 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Losing Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Profitability (%) | 53.8793 | 55.1724 | 52.5862 | 53.8793 | 55.1724 | 52.5862 |
Ratio Avg Win / Avg Loss | 1.0773 | 1.3047 | 0.9013 | 0.7286 | 1.4468 | 0.4295 |
Largest Winning Trade | 68881 | 68881 | 27938 | 72386 | 72386 | 10308 |
Largest Losing Trade | -84451 | -47337 | -84451 | -157355 | -18994 | -157355 |
Avg Bars in Trades | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Winners | 60 | 57 | 64 | 60 | 57 | 64 |
Avg Bars in Losers | 63 | 78 | 48 | 63 | 78 | 48 |
Bars Traded | 14352 | 7732 | 6620 | 14352 | 7732 | 6620 |
Profit Streak | 14.8438 | 14.8438 | 14.9271 | 14.8438 | 14.8438 | 14.9271 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336238 | 347925 | -580101 | -577988 | -131948 | -580101 |
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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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