Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443917.3167 | 509531.3582 | -65614.0415 | -26695.0113 | 223963.2683 | -250658.2796 |
Total P&L (%) | 443.9173 | 509.5314 | -65.614 | -26.695 | 223.9633 | -250.6583 |
Avg Daily Profit (%) | 0.2392 | 0.2745 | -0.0353 | -0.0167 | 0.0633 | 0 |
Buy And Hold Return (%) | 133.8521 | 133.8521 | 133.8521 | 133.8521 | 133.8521 | 133.8521 |
Max Trade Drawdown | -109635 | -120681 | -126091 | -766577 | -586514 | -373285 |
Profit Factor | 1.5421 | 2.0236 | 0.7957 | 0.9893 | 1.1303 | 0.6741 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 56.1983 | 56.6667 | 55.7377 | 56.1983 | 56.6667 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.2019 | 1.5475 | 0.6318 | 0.771 | 0.8644 | 0.5353 |
Largest Winning Trade | 78012 | 78012 | 20292 | 342812 | 342812 | 63893 |
Largest Losing Trade | -77961 | -77961 | -38442 | -422628 | -422628 | -145351 |
Avg Bars in Trades | 86 | 161 | 13 | 86 | 161 | 13 |
Avg Bars in Winners | 54 | 97 | 11 | 54 | 97 | 11 |
Avg Bars in Losers | 127 | 244 | 15 | 127 | 244 | 15 |
Bars Traded | 10453 | 9660 | 793 | 10453 | 9660 | 793 |
Profit Streak | 79.6706 | 81.5039 | 79.6706 | 79.6706 | 81.5039 | 79.6706 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315975 | -157631 | -740878 | -578690 | -363981 | -740878 |
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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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